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

The risk-free return during the sample period was 4%.

1. What is the information ratio measure of performance evaluation for Monarch Stock Fund?

b) Calculate Sharpe's measure of performance for Monarch Stock Fund.

c) Calculate Treynor's measure of performance for Monarch Stock Fund.

Average Return Standard Deviation of Returns Beta Residual Standard Deviation Monarch Market Portfolio 16 12 26 22 1.15 1.00 10 0