Consider the following data on two mutual funds (X&Y) and the market index (M). Use this data
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Question:
Consider the following data on two mutual funds (X&Y) and the market index (M).
Use this data to answer the next three questions
Fund X:
Mean Excess Return 2.5%
Std. Deviation 6%
Fund Y
Mean Excess Return 7.5%
Std. Deviation 15%
Index Mean
Excess Return 1.5%
Std. Deviation 4%
What is the Msquared for Fund Y ?
What is the Msquared for Fund X?
Which fund achieved the highest sharpe ratio?
Related Book For
Engineering Economy
ISBN: 978-0132554909
15th edition
Authors: William G. Sullivan, Elin M. Wicks, C. Patrick Koelling
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