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QUESTION 4: The data presented below has been collected at this point in time. Standard Fund Beta Deviation (%) Return (%) Rf(%) X 1.07 5.13
QUESTION 4: The data presented below has been collected at this point in time. Standard Fund Beta Deviation (%) Return (%) Rf(%) X 1.07 5.13 15 4 Y 1.02 4.28 13 4 Z 0.86 3.52 8 4 Market 1.00 3.80 9 4 Compute the Sharpe, Jensen and Treynor Measures for all the THREE funds and determine which Fund is the Top Performer for the period under review? [Total: 15 marks]
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