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1ER-B-FIN-360-1-01 Compute the information ratio measure for performance evaluation. Suppose the risk-free return during the sample period is 6%, and the average return on the

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1ER-B-FIN-360-1-01 Compute the information ratio measure for performance evaluation. Suppose the risk-free return during the sample period is 6%, and the average return on the market portfolio is 19%. The average return, residual standard deviation (unsystematic risk), and beta are 20%, 4% and 0.8, respectively. Select one: a. 1.2 b.2.5 C. cannot be determined d. 3.6 Next page

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