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Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the
Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%.
Fund A E(r)= %40 , standart deviation %5 , beta= 0,8
a) Calculate the Sharpe Ratio of the fund.
b) Calculate the Treynor Ratio of the fund.
c) Calculate the Jensen Alpha of the fund. .
d) Calculate the M2 Measure of the fund
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