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The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg 18% B 25% 20%
The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg 18% B 25% 20% S&P 500 | 15% If 5% Std Dev 30% 35% 25% 20% Beta 1.05 1.3 1.2 1.0 What is the Treynor measure for Fund C? 12.38% 60% 12.5% 15.38%
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