Based on the Thompson Asset

Management case study from Harvard Business School

Question $1$

what are the return and risk characteristics of the ProIndex fund, calculating the statistics as outlined in

case Exhibit $4?$

Question $2$

What are the return and risk characteristics of the ProValue fund?

Question $3$

What statistics and portfolio characteristics should TAM present, assuming different levels of

investment in the ProValue fund $($$$5$ million, $$10$ million, and $$15$ million$)?$