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b) The risk free rate in Australia in Jun 2022 was 3.37%. Based on the following information for three different funds A, B and C

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b) The risk free rate in Australia in Jun 2022 was 3.37%. Based on the following information for three different funds A, B and C in Australia. Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. (4 marks) Fund Average return (%) Variance(%) Beta Market 6.95 Fund A 9.50 102.21 0.88 Fund B 8.65 179.16 1.35 Fund C 7.90 67.73 1.05

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