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afts re Q2 (A). Consider the following information for three mutual funds A, B, C and the market. Standard Deviation A B C Market Index

afts re Q2 (A). Consider the following information for three mutual funds A, B, C and the market. Standard Deviation A B C Market Index The mean risk free rate is 6% (i). Mean Returns 15% 17% 19% 16% 20% 24% 27% 20% Beta 0.9 1.1 1.2 1 Calculate the following for three mutual funds and the market index A. Treynor's Ratio, B. Sharpe ratio C. Jensen measure Which of the Mutual funds outperforms the market? Act Go t
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Q2 (A). Consider the following information for three mutual funds A,B,C and the market. The mean risk free rale is 6% (i). Calculate the following for three mutual funds and the market index A. Treynor's Ratio, B. Sharpe natio C. Jensen measute (ii) Which of the Mital funds outperforms the marke

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