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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 Return Benchmark

The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year:
Fund Return Benchmark Return Risk-free rate
Year 117%14%2%
Year 218%15%2%
Year 320%17%2%
Year 423%18%2%
Year 523%17%2%
Year 624%17%2%
Year 715%13%2%
Year 813%11%2%
Year 911%9%2%
Year 1010%9%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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