Question
The following table summarizes the performance of the market portfolio and of Alta Capital stock fund. The risk-free rate is 5%. Return Standard Deviation Beta
The following table summarizes the performance of the market portfolio and of Alta Capital stock fund. The risk-free rate is 5%.
| Return | Standard Deviation | Beta | |
|---|---|---|---|
| Market | 14% | 20% | 1 |
| Alta Fund | 18% | 30% | 1.4 |
For Alta Fund, please calculate:
a. Jensens alpha
b. According to risk decomposition in Chapter 7, 2 = 2 2 + 2 Please first get , then get the information ratio
c. Sharpe ratio
d. Treynor ratio
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Fighting Fraud And Corruption At The World Bank A Critical Analysis Of The Sanctions System
Authors: Stefano Manacorda , Costantino Grasso
1st Edition
3319738232,3319738240
