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3) (30 points) Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is
3) (30 points) Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%. Return (%) Standard deviation (%) Beta Fund A a) Calculate the Sharpe Ratio of the fund. b) Calculate the Treynor Ratio of the fund. c) Calculate the Jensen Alpha of the fund.. d) Calculate the M Measure of the fund. 3) (30 points) Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%. Return (%) Standard deviation (%) Beta Fund A a) Calculate the Sharpe Ratio of the fund. b) Calculate the Treynor Ratio of the fund. c) Calculate the Jensen Alpha of the fund.. d) Calculate the M Measure of the fund
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