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Please first find standard deviation and mean by excel.dn start the math Q1 The ABC mutual fund has the 10-year record of rates of return
Please first find standard deviation and mean by excel.dn start the math
Q1 The ABC mutual fund has the 10-year record of rates of return shown in the column labeled ABC in Table 1. Data on both the market portfolio (the Standard & Poor's 500 stock) and the risk-free rate of return (the 1-year Treasury bill rate) are also given in Table 1. Calculate the Jensen Index and Sharpe Index of the ABC Fund. Year 1 2 3 4 Table 1 Rate of Return Percentage ABC S&P T-Bills 14% 12% 7% 10% 7% 8% 19% 20% 8% -8% -2% 8% 23% 12% 9% 28% 23% 8% 20% 17% 7% 14% 20% 7% -9% -5% 8% 19% 16% 8% 5 6 7 8 9 10Step by Step Solution
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