QUESTION 12 The following data are available relating to the performance of Monarch Stock Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Monarch 16% 26% 1.15 1% Market Portfolio 12% 22% 1.00 0% The risk-free return during the sample period was 4%. What is the information ratio measure of performance evaluation for Monarch Stock Fund? 1.00% 280.00% 50.00% 44.00% None of the options are correct. QUESTION 13 The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Sooner Market Portfolio Average return 20% 11% Standard reviations of returns 44% 19% Beta 1.8 1.0 Residual standard deviation 2.0% 0.0% The risk-free return during the sample period was 396. Calculate the Jensen measure of performance evaluation for Sooner Stock Fund. 31.43% 8.67% 0 37.14% 2.6% 4.00% OLIESTION 14