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The following table shows rates of return for a mutual fund and the market portfolio. The average risk-free rate over that time period was 2%.
The following table shows rates of return for a mutual fund and the market portfolio. The average risk-free rate over that time period was 2%. Part 1 Attempt 1/10 for What is the arithmetic average return for the market portfolio? Part 2 Attempt 1/10 for 10pt What is the covariance of returns? Part 3 Attempt 1/10 for 10pt What is the variance of the market portfolio? Part 4 Attempt 1/10 for 10pt What is the beta of the fund, using the market or industry model (not subtracting the risk-free rate)? Part 5 Attempt 1/10 for 10 pts. What is the Sharpe ratio for the fund? Part 6 Attempt 1/10 for 10 pts. What is the Treynor ratio for the fund? Part 7 Attempt 1/10 for 10 pts. What is Jensen's alpha for the fund
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