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1. Use the relevant information below to evaluate Fund X using Fama's net selectivity measure. Rx = 12% Beta(market) = 1.0 Standard Deviation(market) = 10%

1. Use the relevant information below to evaluate Fund X using Fama's net selectivity measure.

Rx = 12% Beta(market) = 1.0 Standard Deviation(market) = 10% Beta(x) = 1.1 RFR = 2% Standard Deviation(x) = 30%

2. Use the relevant information above to evaluate Fund X using Sharpe's measure.

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