Question
the following data is available relating to the performance of DEF and market portfolio. the risk-free rate of return during the sample period was 2.87%.calcuted
the following data is available relating to the performance of DEF and market portfolio. the risk-free rate of return during the sample period was 2.87%.calcuted the Jenseen measure of performance evaluation for DEF fund
| DEFfund | market portfolio | |
| Average return | 11.81% | 8.00% |
| stander deviation of returns | 12.28% | 9.36% |
| beta | 1.08 | 1.00 |
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A Course In Derivative Securities
Authors: Kerry Back
2005th Edition
3540253734, 978-3540253730
