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Pls just type the answer as soon as possible. b) Vou need to analyse the type of investment skills the fund managers have employed and
Pls just type the answer as soon as possible.
b) Vou need to analyse the type of investment skills the fund managers have employed and suggest how to improve the funds performances in the future. Below is the historical performance for two (2) different funds. the Kuala Lumpur Composite Index (KLCI) and the 30-day Malaysian Treasury bill. Employ the data and analyse according to the questions below: (i) Calculate the Fama overall performance measure for both funds. (2 marks) (ii) Compute the expected return to risk for both funds: (2marks) (iii) Compute the measures of selectivity, diversification and net selectivity. (8 marks) (iv) Analyse whether both funds are fully diversified and the consequences on the fund's berformance. (3 marks) b) Vou need to analyse the type of investment skills the fund managers have employed and suggest how to improve the funds performances in the future. Below is the historical performance for two (2) different funds. the Kuala Lumpur Composite Index (KLCI) and the 30-day Malaysian Treasury bill. Employ the data and analyse according to the questions below: (i) Calculate the Fama overall performance measure for both funds. (2 marks) (ii) Compute the expected return to risk for both funds: (2marks) (iii) Compute the measures of selectivity, diversification and net selectivity. (8 marks) (iv) Analyse whether both funds are fully diversified and the consequences on the fund's berformanceStep by Step Solution
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