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1. Question 1 options: Fund A Fund B Price Price 12/31/2019 12 72 12/31/2018 22 75 12/31/2017 18 62 12/31/2016 16 58 12/31/2015 14 56

1.

Question 1 options:

Fund A Fund B
Price Price
12/31/2019 12 72
12/31/2018 22 75
12/31/2017 18 62
12/31/2016 16 58
12/31/2015 14 56

Given the Fund data above, answer the following questions.

A) Calculate the compound annual return of Fund A

answer format x.xx%, eg. 2.22%

Calculate the total risk of Fund B.

answer format: x.xxx, eg. 3.126

Calculate the correlation of the 2 Funds.

answer format: x.xxx eg. 0.123

Calculate the Sharpe ratio of Fund B given an annual risk free rate of 3%.

answer format: x.xx eg 0.45

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