1605.45 14. Answer the following Z questions, given the regression results from the historical return information for the 3 funds below. Mean Fund R2 (%) Std. Deviation Beta (%) 8.5 1.1 1.25 15.8 1.7 A B 9.3 10.75 12.4 0.91 0.76 0.65 C S&P 500 7.77 0.75 Bond What is the Sharpe Ratio for Fund A? What is the Jensen ratio for Fund A? 1.3 0.700 0.774 0.658 D 19. Calculate the Jensen ratio for Funds B&C. Now, rank the performance of the 3 funds from best to worst BAC ACB ABC D20 Which of the 3 funds is most correlated with the market? Which fund is the least correlated to the market? A is most, B is least C is most, A is least A is most, C is least B is most, C is least