Question
Determine the separate upside and downside capture ratios respectively for the following fund based on the data given below. ReturnsYear 1Year 2Year 3Year 4 Benchmark
Determine the separate upside and downside capture ratios respectively for the following fund based on the data given below.
ReturnsYear 1Year 2Year 3Year 4
Benchmark Index+12%-20%+40%-5%
Fund Performance+15%-32%+56%-12%
134.58% and 176.60%
151.43% and 104.17%
19% and -19%
65% and 200%
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Foundations Of Finance
Authors: Arthur J Keown, John D Martin, J William Petty
7th Edition
0133370356, 9780133370355
