Computea) the Sharpe ratio for Portfolio C,b) the Treynor ra…

Computea) the Sharpe ratio for Portfolio C,b) the Treynor ratio for Portfolio B, andc) the Jensen’s alpha for Portfolio Abased on the following data, where M and F represent the market portfolio and risk-free rate, respectively:PortfolioRP (%)σP (%)βPA12250.80B18201.10C24501.60M15151.00F600.00

A portfolio manager oversees a $200 million equity portfolio…

A portfolio manager oversees a $200 million equity portfolio with a weekly return standard deviation of 8 percent. Assuming portfolio returns are normally distributed and the expected weekly return is zero, what is the dollar loss expected with a 2.5 percent probability?

Assume you buy 12 frozen orange juice futures contracts at t…

Assume you buy 12 frozen orange juice futures contracts at today’s settle price of $1.20 per pound. Each contract represents 10,000 pounds of juice.a. How much total exposure do your 12 contracts represent?b. If tomorrow’s settle price falls by 3 cents per pound, what is your total gain or loss?

Assume you buy 12 frozen orange juice futures contracts at t…

Assume you buy 12 frozen orange juice futures contracts at today’s settle price of $1.20 per pound. Each contract represents 10,000 pounds of juice.a. How much total exposure do your 12 contracts represent?b. If tomorrow’s settle price falls by 3 cents per pound, what is your total gain or loss?