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Based on the following output from Index Model regression for fund XYZ, please answer the following questions. Standard Error = 0.452 Intercept = 0.23 (p-value
Based on the following output from Index Model regression for fund XYZ, please answer the following questions.
Standard Error = 0.452
Intercept = 0.23 (p-value 0.02)
X Variable = 0.94 (p-value 0.00001)
You are given sufficient information to calculate which of the following?
a. | Treynor measure | |
b. | Sharpe ratio | |
c. | Information ratio | |
d. | M2 measure |
IT IS NOT SHARPE RATIO
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