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The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year: Fund ReturnBenchmark ReturnRisk-free rateYear 111%8%2%Year

The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year:

Fund ReturnBenchmark ReturnRisk-free rateYear 111%8%2%Year 212%9%2%Year 327%24%2%Year 430%25%2%Year 530%24%2%Year 631%24%2%Year 722%20%2%Year 820%18%2%Year 917%15%2%Year 1015%14%2%

Required:

a. What is the Sharpe ratio for the fund and the benchmark?

b. What is the Treynor ratio for the fund and the benchmark?

c. What is the fund tracking error?

d. What is the beta for the fund?

e. What is Jensens alpha for the fund?

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