Question
Assume that a mutual fund has a monthly return of 3% and a monthly standard deviation of 4%. Assume that the risk-free rate is 0.5%
Assume that a mutual fund has a monthly return of 3% and a monthly standard deviation of 4%. Assume that the risk-free rate is 0.5% per month and the fund's market beta is 0.90.
a. calculate the annualized sharpe ratio for the fund:
b. calculate the treynor ratio for the fund:
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Public Finance And Public Policy
Authors: Jonathan Gruber
2nd Edition
0716766310, 9780716766315
