Question
Consider the data for the JJ Value Fund and its benchmark the Russell Value Index. The YTM on T-bonds is 3.8%. Calculate Treynor ratio for
Consider the data for the JJ Value Fund and its benchmark the Russell Value Index. The YTM on T-bonds is 3.8%. Calculate Treynor ratio for the JJ Fund and the Russell Value Index.
a.) JJ Fund = 0.402 & Russell = 0.377
b.) JJ Fund = 0.377 & Russell = 0.402
c.) JJ Fund = 0.086 & Russell = 0.078
d.) JJ Fund = 0.078 & Russell = 0.086
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Airline Finance
Authors: Peter S. Morrell
4th Edition
1351959743, 978-1351959742
