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As an investment consultant, you are asked to recommend the fund SG. From the estimation, you estimate the fund has an Alpha of 0.132, a
As an investment consultant, you are asked to recommend the fund SG. From the estimation, you estimate the fund has an Alpha of 0.132, a Beta of 0.925. It earns an average excess return of 1.125, with a standard deviation of 3.621 and an idiosyncratic risk of 0.735. This fund has a Sharpe Ratio of __________ , a Treynor Ratio of ____________, and an Information Ratio of____________. (take 3 digits after the decimal point)
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