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3. Use the following information for the following questions: ABC Mutual Fund's total return (geometric mean over the past 5 years: 10.25% Risk Free
3. Use the following information for the following questions: ABC Mutual Fund's total return (geometric mean over the past 5 years: 10.25% Risk Free Rate has averaged 2.5% Beta of the company's stock: 1.15 Standard deviation: 13% Market Return: 8.5% a. Calculate the Sharpe Ratio b. Calculate the Treynor Measure C. Calculate Jensen's Alpha
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a The Sharpe Ratio measures the excess return of an investment per unit of risk It is calculated by ...
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Intermediate accounting
Authors: J. David Spiceland, James Sepe, Mark Nelson
7th edition
978-0077614041, 9780077446475, 77614046, 007744647X, 77647092, 978-0077647094
