Question
Fund Quantum earned an actual return of 22.7% last year. The risk-free rate of return was 0.5% last year. Its standard deviation of returns was
Fund Quantum earned an actual return of 22.7% last year. The risk-free rate of return was 0.5% last year. Its standard deviation of returns was 8.5%. Its beta is 0.95. Its alpha was 1.5%. Its tracking error is 6.1%. What is its Treynor ratio ?
a. 22.2
b. 2.612
c. None of the options provided are correct
d. 23.369
e. 14.8
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Investments Analysis And Management
Authors: Charles Jones, Nick Jones
11th Edition
0470477121, 9780470477120
