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Following is the historical performance information is available of the capital market and a Tomplan Mutual Fund. Year Beta Return (%) Return on Market index
Following is the historical performance information is available of the capital market and a Tomplan Mutual Fund. Year Beta Return (%) Return on Market index (%) Return on Govt. Securities (%) 2001 0.90 -3.00 -8.50 6.50 2002 0.95 1.50 4.00 6.50 2003 0.95 18.00 14.00 6.00 2004 1.00 22.00 18.50 6.00 2005 1.00 10.00 5.70 5.75 2006 0.90 7.00 1.20 5.75 2007 0.80 18.00 16.00 6.00 2008 0.75 24.00 18.00 5.50 2009 5.50 0.75 15.00 10.00 6.00 2010 0.70 8.00 -2.00 From above information you are required to calculate the following risk adjusted return measures for the Tomplan: (0) Reward-to-variability ratio Reward-to-volatility ratio Following is the historical performance information is available of the capital market and a Tomplan Mutual Fund. Year Beta Return (%) Return on Market index (%) Return on Govt. Securities (%) 2001 0.90 -3.00 -8.50 6.50 2002 0.95 1.50 4.00 6.50 2003 0.95 18.00 14.00 6.00 2004 1.00 22.00 18.50 6.00 2005 1.00 10.00 5.70 5.75 2006 0.90 7.00 1.20 5.75 2007 0.80 18.00 16.00 6.00 2008 0.75 24.00 18.00 5.50 2009 5.50 0.75 15.00 10.00 6.00 2010 0.70 8.00 -2.00 From above information you are required to calculate the following risk adjusted return measures for the Tomplan: (0) Reward-to-variability ratio Reward-to-volatility ratio
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