When are systematic risk (measured by beta) and total risk (measured by standard deviation) essentially the same?

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 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?

What is meant by initial margin for a futures position, and what is meant by maintenance margin for a futures position?

What is the spot price for a commodity?

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 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?

What is the spot price for a commodity?

The risk-free rate is 4 percent and the expected return on the market is 11 percent. If a stock has a beta of 1.3, what is its percentage expected return according to the CAPM?

Suppose you observe the following situation:SecurityBetaExpected ReturnAlpha1.514.50%Barton1.212.40%What must the risk-free rate be if these two stocks are correctly priced according to the CAPM?