Absa Ltd is a top 40 company that is trading at the South African stock exchange (ie. the JSE). The company hold a fund known as absa Investment fund. The average returns of the Absa investments fund are 17%, with the standard deviation of returns at 3% in excess that of the market index.

Its Residual standard deviation is at 2%. The market index portfolio standard deviation is at 16%, with the residual standard deviation of 0%. During this perior the risk free rate is at 7% and the correlation between Absa investments fund and the market index is 0.92. The market risk premium is 8%.

The questions:

1) Calculate the beta for the Absa investments Fund

2) Calculate the Sharp ratio for the Absa Investments Fund

3) Calculate the Treynor ratio for the Absa Investments Fund

4) Calculate the Jansen alpha for the Absa Investments Fund

5) Calculate the Information ratio for the Absa Investments Fund

6) Calculate the M-squared for the Absa Investments Fund