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a) On a non-risk-adjusted basis, which Fund had the best performance? b) Which Fund had the best risk-adjusted performance according to the Treynor index? c)
a) On a non-risk-adjusted basis, which Fund had the best performance?
b) Which Fund had the best risk-adjusted performance according to the Treynor index?
c) Which Fund(s) outperformed the market according to the Treynor Index? You may select more than one choice.
d) Which Fund had the best risk-adjusted performance according to the Sharpe Index?
e) Which Fund(s) outperformed the market according to the Sharpe index?
\begin{tabular}{lrrr} Fund & ReturninexcessofT-billrate & \multicolumn{1}{c}{ Beta } & StandardDeviation \\ \hline C & 11.40% & 0.85 & 0.95% \\ D & 9.80% & 0.66 & 1.70% \\ B & 13.20% & 1.15 & 3.05% \\ E & 12.60% & 1.02 & 3.25% \\ A & 12.40% & 1.25 & 4.75% \end{tabular}Step by Step Solution
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