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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 Return (%)= %18 Standard deviation (%) % 20 Beta = 2 A 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.
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 Return (%)= %18 Standard deviation (%) % 20 Beta = 2
A
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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