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Styles The following data are available relating to the performance of X-Farm Stock Fund and the market portfolio: Average Return Standard Deviation of Returns Beta

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Styles The following data are available relating to the performance of X-Farm Stock Fund and the market portfolio: Average Return Standard Deviation of Returns Beta Residual Standard Deviation X-Farm 18% 24% 1.25 1 Market Portfolio 11% 22% 1 0 The risk-free return during the sample period was 3.5% per annum. i) What is the information ratio measure of performance evaluation for Super Sto Fund? (2 mark ii) Calculate Sharpe's measure of performance for the X-Farm Stock Fund. (2 marks iii) Calculate Treynor's measure of performance for the X-Farm Stock Fund. (2 marks iv) Calculate Jensen's measure of performance for the X-Farm Stock Fund. (2 marks

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