Answered step by step
Verified Expert Solution
Question
1 Approved Answer
This data applies to questions 11 to 12. Fund Seaquest earned an actual return of 18.5% last year. The risk-free rate of return was 3.2%
This data applies to questions 11 to 12. Fund Seaquest earned an actual return of 18.5% last year. The risk-free rate of return was 3.2% last year. Its standard deviation of returns was 7.2%. Its beta is 1.05, its alpha was 1.25% and its tracking error is 3.1%. 11. What is its Treynor ratio ? 14.571 2.125 15.30 12.24 None of the above.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started