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15. 16. Last year, the Moon Fund returned 8.5% total return. Last year, t-bills returned 3.4%, and the S&P 500 index returned 10.3%. Moon's standard
15. 16. Last year, the Moon Fund returned 8.5% total return. Last year, t-bills returned 3.4%, and the S&P 500 index returned 10.3%. Moon's standard deviation of returns = 6.2%, and beta = 0.90. a. What was Moon's Sharpe measure? b. What was Moon's Treynor measure? c. What was Moon's Jensen (alpha) measure? Last year the Dark Fund returned -6.7%. Last year, t-bills returned 1.4%, and the S&P 500 index returned -8.3%. Dark's standard deviation of returns = 4.2%, and beta = 1.10. a. What was Moon's Sharpe measure? b. What was Moon's Treynor measure? c. What was Moon's Jensen (alpha) measure?
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