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1 (20 marks) You are given the following information in the table below for seesity Ali and C. The market portfolio has a standard deviation
1 (20 marks) You are given the following information in the table below for seesity Ali and C. The market portfolio has a standard deviation of return at 18% A KIND A SN 15 229 N P e AV M Caldas hystic risk for unity A. Il and Crespectively Interpret thee and o Which security has the highest Treynor rani? (2) (2 mark b. You are given the following information for a hedge fund with high watermark requirement and a fee structure of "1 and 20. Based on the available iafcemation, please complete the following parts i Calculate the return for cach year and abu decide the high watermark i Calculate the management fee in dollars, assume it is 1% Calculate the incentive fee set of management for in dollar w. Lastly calculate the net returns to the investors (13 marks) dag Va Hebm Hab Wamek Se (3) Tow 325.000
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