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Exhibit 25.5 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) The data presented below has been collected at this point in time. Fund XXX YYY
Exhibit 25.5 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) The data presented below has been collected at this point in time. Fund XXX YYY ZZZ Market Beta 1.07 1.02 0.86 1.00 Standard Deviation (%) 5.13 4.28 3.52 3.80 Return (% 19 17 12 13 R. (%) 6 6 6 6 18. Refer to Exhibit 25.5. Compute the Sharpe Measure for the XXX fund. a. 6.98 b. 2.35 c. 2.53 d. 3.86 e. 1.72 oooo 19. Refer to Exhibit 25.5. Compute the Jensen Measure for the YYY fund. a. 6.98 b. 2.35 c. 2.53 d. 3.86 1.72 e. a. 20. Refer to Exhibit 25.5. Compute the Treynor Measure for the ZZZ fund. 6.98 b. 2.35 c. 2.53 d. 3.86 e. 1.72 21. What is the Sharpe measure for the S&P 500 over the last ten years if the standard deviation was 8% and the return was 14%? a. 1.55 b. 1.69 c. 1.75 d. 1.99 2.09 e
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