1.

3. Observed Return and Beta of SBI Bluechip Fund and Franklin India Equity Fund for the year 2019 are as follows: Observed Beta Return 18% 0.9 SBI Bluechip Fund Franklin India Equity Fund 20% 1.1 Assume standard deviation of the market to be 8%, Return on Sensex 15% and the risk- free return to be 7%. a. Compute the Jensen index for each of the funds and interpret the results. (5 Marks) b. Compute the Treynor index for each of the funds and interpret the results