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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

image text in transcribedimage text in transcribed 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%. a) 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. d) Calculate Jensen's measure of performance for Monarch Stock Fund. The following data are available relating to the performance of Everlasting Equity Fund and the market proxy: The risk-free return during the sample period was 6%. Correlation between Everlasting return and market return =0.96 (a) Calculate the following for Everlasting Equity Fund and the Market Portfolio respectively: * Information Ratio; * Sharpe ratio; * Treynor Ratio; Jensen's Alpha

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