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QUESTION 15 The following data are available relating to the performance of Friedman Stock Fund and the market portfolio Friedman Market Portfolio 12% Average return

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QUESTION 15 The following data are available relating to the performance of Friedman Stock Fund and the market portfolio Friedman Market Portfolio 12% Average return 16% Standard deviations of returns 26% 62% Beta 11.15 1.00 Residual standard deviation 1% 16% The risk-free return during the sample period was 4% Calculate Treynor's measure for Friedman Stock Fund 0.10 O 0.32 O 1.75 1.95

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