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Answer a,b,c please ABC (b) Joy Anthony, an investor is trying to analyze the selection skills of 4 fund managers. You are an analyst whom

Answer a,b,c please

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ABC (b) Joy Anthony, an investor is trying to analyze the selection skills of 4 fund managers. You are an analyst whom he approaches for advice. The relevant data about the funds is given as under: Beta Return (%) Unsystematic risk 24.00 18.00(%) 19.32 17.00(%) 1.32 1.21 Fund JM Mutual Fund Dundee Mutual Fund Alliance Mutual Fund First India Mutual Fund Market 18.36 13.00(%) 1.09 21.76 16.00(%) 1.11 18.00 1.00 The variance on the return from the market portfolio is 324(%)?. The risk free rate of return is 8%. For the above four fund managers, you are required to find a. Return due to selectivity b. Return due to net selectivity Which of the above fund managers have exhibited superior selection skills? c

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