Question
Given the summary table below: Fund 1 Fund 2 Fund 3 Fund 4 Market Index Risk-Free Rate Return 5.45% 8.01% 9.90% 4.32% 5% 2% Beta
- Given the summary table below:
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| Fund 1 | Fund 2 | Fund 3 | Fund 4 | Market Index | Risk-Free Rate |
| Return | 5.45% | 8.01% | 9.90% | 4.32% | 5% | 2% |
| Beta | 0.90 | 0.80 | 1.45 | 0.70 | 1.00 |
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| Standard Deviation | 2.50% | 4.85% | 3.50% | 2.00% | 2.80% |
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| Tracking Error | 5.50% | 6.00% | 12.00% | 5.00% | 0% |
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| Downside Deviation | 1.20% | 2.30% | 1.90% | 0.95% | 1.38% |
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- Fill out the following table:
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| Fund 1 | Fund 2 | Fund 3 | Fund 4 |
| Jensen's Alpha |
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| Treynor |
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| Sharpe |
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| Sortino |
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| Information Ratio |
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| M-Squared |
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| GH2 |
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Principles Of Auditing
Authors: A. Pandu
1st Edition
8189630822, 978-8189630829
