Budget Units Scrip Name Amount Allocated Weight

a. Publicly traded UBER $39.96*100 = 39.96%

Stock 100 $3996

b. Corporate Bond 1 GOOGLE $1,120.44 11.2%

c. Fidelity® Blue Chip Growth $97.69*10= 9.77%

Fund
Mutual Fund 10 $976.9

d. Option 100 Microsoft $1,090.00 10.9%

e. Certificate of Certificate of Deposit $2816.34 28.16%

Deposit 1

Total $10,000.00 100%

Figure 1. Portfolio

Complete the portfolio performance measure with each of the following categories:

Sharpe’s Measure
 2 ( portfolio)  w12 12  w22 22  2w1w2 12 1 2

Expreturnonportfolio  E( R1 ) w1  E( R2 ) w2

Sharpe ' s measure =

Total portfolio return − Risk free rate
Portfolio standard deviation of return

SM = r p − R Fs p

Treynor’s Measure

Treynor ' s measure =

Total portfolio return − Risk − free rate
Portfolio beta

TM = r p − R F
Jensen’s Measure

Jensen’s measure = (Total portfolio return – Risk-free rate) - [Portfolio beta × (Market return –
Risk-free rate)]

JM = (rp – RF)-[bp × (rm – RF)]