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Use the following data to answer questions 1 through 3 regarding the performance of Magellan Stock Fund. The risk-free is 5%. Magellan Market Portfolio Average
Use the following data to answer questions 1 through 3 regarding the performance of Magellan Stock Fund. The risk-free is 5%. Magellan Market Portfolio Average Return 14% 10% Standard Deviation of Return 26% 21% Beta 1.20 1.00 1)Calculate the Sharpes measure of performance for Magellan stock fund. 2)Calculate the Treynor measure of performance for Magellan stock fund. 3)Calculate Jesens alpha for Magellan stock fund.
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