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if i know the how to solve it i will not post it here The following data are available relating to the performance of An
if i know the how to solve it i will not post it here
The following data are available relating to the performance of An Mutual Fund: An Mutual Fund 19% Average Return Standard Deviation of Returns 35% 1.5 Beta Standard Deviation 3.0% The risk-free return during the sample period was 6% a) What is the Sharpe measure of performance evaluation for An Mutual Fund? (5 marks) What is the Treynor measure of performance evaluation for An Mutual Fund? b) (5 marks) Calculate the Jensen measure of performance evaluation for An Mutual Fund. c) (5 marks) d) Calculate the information ratio for An Mutual Fund (5 marks) The following data are available relating to the performance of An Mutual Fund: An Mutual Fund 19% Average Return Standard Deviation of Returns 35% 1.5 Beta Standard Deviation 3.0% The risk-free return during the sample period was 6% a) What is the Sharpe measure of performance evaluation for An Mutual Fund? (5 marks) What is the Treynor measure of performance evaluation for An Mutual Fund? b) (5 marks) Calculate the Jensen measure of performance evaluation for An Mutual Fund. c) (5 marks) d) Calculate the information ratio for An Mutual Fund Step by Step Solution
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