PICUUM Status: 3 10 11 12 13 14 The T-bill rate is 2.25% Fund Beta 1516 513 19 20 St. Dev % E(RI) % IR Sharpe Alpha% 1.75 Treynor Sorting A XXX YYY ZZZ 1.15 5.11 4.22 c 0.87 4.75 0.1215 1654 0.65 3.6 B B11 13 Index 1.7045 3.80 4.133 D Compute the standard deviation of the excess return for YYY fund if the benchmark return (threshold) fund is 1.8% - 12.1% 0 -3.8% 3.45% 2.18% 0 - 4.16% 2.16% Save Al Answers Click Save and Submit to save and submit. Click Save All Answers to save all answers