Question
The following data are available relating to the performance of Wildcat Fund and the market portfolio: Wildcat Market Portfolio Average return 18 % 15 %
The following data are available relating to the performance of Wildcat Fund and the market portfolio:
| Wildcat | Market Portfolio | ||||||||||
| Average return | 18 | % | 15 | % | |||||||
| Standard deviations of returns | 25 | % | 20 | % | |||||||
| Beta | 1.25 | 1.00 | |||||||||
| Residual standard deviation | 2 | % | 0 | % | |||||||
The risk-free return during the sample period was 7%. What is the information ratio measure of performance evaluation for Wildcat Fund?
Multiple Choice
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1.00%
-
8.80%
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44.00%
-
50.00%
-
67.00%
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Aircraft Finance Strategies For Managing Capital Costs In A Turbulent Industry
Authors: Bijan Vasigh, Reza Taleghani, Darryl Jenkins
1st Edition
1604270713, 9781604270716
