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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
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? Multiple Choice 1.00% 280.00% 44.00% 50.00% None of the options are correct
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