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2. Consider the following performance history of Stable Value mutual fund relative to the market. Stable Value Fund Date Fund Mkt 1 11% 2% 2
2. Consider the following performance history of Stable Value mutual fund relative to the market.
Stable Value Fund
Date Fund Mkt
1 11% 2%
2 3% 3%
3 4% 6%
4 -1% 0%
The risk-free rate is 2%.
- What is the alpha of Stable Value?
- What is the Information Ratio of Stable Value?
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Essentials Of Managerial Finance
Authors: Scott Besley, Eugene F. Brigham
13th Edition
0324258755, 9780324258752
