Question
An analyst has collected the following annual performance data for a mutual fund over its four-year existence: Yr1 = +13%; Yr2 = -8%; Yr3 =
An analyst has collected the following annual performance data for a mutual fund over its four-year existence:
Yr1 = +13%; Yr2 = -8%; Yr3 = +20%; Yr4 = +7%
The fund has a standard deviation of 10.32%. U.S. Treasury bond returns over the same period was 4.5%, while the return on the S&P 500 averaged 9% and a standard deviation of 15%. Based on this information, what is the coefficient of variation for the mutual fund:
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Operations Management Creating Value Along the Supply Chain
Authors: Roberta S. Russell, Bernard W. Taylor
7th Edition
9781118139523, 0470525908, 1118139526, 978-0470525906
