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please do it on online form NOT WITH HAND WRITING PLEASEEEEE The following data are available relating to the performance of Istanbul Stock Fund, the
please do it on online form NOT WITH HAND WRITING PLEASEEEEE
The following data are available relating to the performance of Istanbul Stock Fund, the market portfolio and T-Bill Return: Istanbul T-Bill Stock Return Return Market Return Year Y x 1 12% -8 -6 2 12 8 9 3 12 18 20 4 12 22 18 5 16 -10 -10 6 16 24 18 7 16 28 22 8 18 8 13 9 18 26 18 10 18 30 22 Mean Std. Dev a. Calculate the Beta of the Istanbul Stock Fund? ()- (x) Beta = (TxEX?)- (EX) b. Calculate the Alpha of the Istanbul Stock Fund? Alpha = [EY/T]-[Betax(EX/T)] c. Calculate the correlation Coefficient between Istanbul Stock Fund and the Market? Correlation Coefficient = (TxEXY)-(EYxEX) {[(TxEY?)(EY)?]~[(TxEX?)(EX)?]}\/2 d. What is the ex post alpha (Jensen's measure) of performance evaluation for Istanbul Stock Fund? Draw the ex post SML and compare the performance with the market. e. Calculate Reward-to-Variability Ratio (Sharpe's measure) of performance for Istanbul Stock Fund. Draw the ex post CML and compare the performance with the market. f. Calculate the Reward-to-Volatility Ratio (Treynor's measure) of performance for Istanbul Stock Fund and Comment on the Fund's risk-adjusted performanceStep by Step Solution
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