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The following data are available relating to the performance of Sycamore Fund and the market portfolio: Sycamore Fund Market Portfolio Average Return 13.3% 13.5% Standard

The following data are available relating to the performance of Sycamore Fund and the market portfolio:

Sycamore Fund Market Portfolio
Average Return 13.3% 13.5%
Standard Deviation 34.3% 15.4%
Beta 1.4 1.0
Residual Std 4.9% 0%

The risk-free return during the sample period was 6%.

What is the Treynor measure of performance evaluation for Sycamore Fund?

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