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b) You are given the following historical performance information on the capital market and a mutual fund. Return in Return on Mutual Fund Mutual fund

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b) You are given the following historical performance information on the capital market and a mutual fund. Return in Return on Mutual Fund Mutual fund Year Market index Govt Securities Beta Return (%) (%) (%) 1 .90 -3.00 -8.50 6.50 2 .95 1.50 4.00 6.50 3 .95 18.00 14.00 6.00 4 1.00 22.00 18.50 6.00 5 1.00 10.00 5.70 5.75 6 .90 7.00 1.20 5.75 Calculate the following risk adjusted return measures for mutual fund: i. Reward to Variability Ratio. ii. Reward to Volatility Ratio. And comment on the mutual fund performance

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