If two funds present the following: Using the Sharpe measure, which fund manager outperforms? Using the Treynor

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If two funds present the following:

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Using the Sharpe measure, which fund manager outperforms?
Using the Treynor measure, which fund manager outperforms?
(Assume the risk-free rate = 4.5%).

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Portfolio Management In Practice

ISBN: 9780080480084

1st Edition

Authors: Christine Brentani

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Question Posted: May 23, 2024 02:01 AM

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If two funds present the following: Using the Sharpe measure, which fund manager outperforms? Using the Treynor

Question:

Fund Return Total Risk A 18% 1.2 17% B 12% 1.05 15%

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Portfolio Management In Practice

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