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29) The following data are available relating to the performance of Hayek Stock Fund and the market portfolio: Hayek Market Portfolio 118 20% Average return

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29) The following data are available relating to the performance of Hayek Stock Fund and the market portfolio: Hayek Market Portfolio 118 20% Average return Standard deviations of returns 44% 19% Beta Residual standard deviation Version 1 The risk-free returh during the sample period was 3%. What is the Sharpe measure of performance evaluation for Hayek Stock Fund? 1.8 2.0% 1.0 0.0% 10

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