Use the following information to answer the next seven (7) questions. You are provided the following monthly returns data for an investment fund and its benchmark for the last six months. You are to measure the performance of the fund on an annualized basis. The risk-free asset ha an effective annual return of 1% during these six months. The beta of the fund is 0.5546 . 6. What is the fund's maximum drawdown in the six months? A. 0.8% B. 0.9% C. 1.0% D. 1.1% E. 1.2% What is the Sharpe Ratio of the fund using annualized numbers? A. 0.6 B. 1.2 C. 1.7 D. 2.2 E. 3.5 What is the Treynor Ratio of the fund using annualized numbers? A. 0.1 B. 0.6 C. 1.0 D. 1.3 E. 1.7 9. What is the M2 Measure of the fund using annualized numbers? A. 7.5% B. 8.0% C. 8.4% D. 8.9% E. 9.4% 10. What is the Jensen's Alpha of the fund using annualized numbers? A. 2.1% B. 2.4% C. 2.7% D. 3.1% E. 3.4% 11. What is the Tracking Error Volatility (or standard deviation of excess returns) of the using annualized numbers? A. 0.6% B. 1.5% C. 2.3% D. 3.1% E. 3.4% 12. What is the Information Ratio of the fund using annualized numbers? A. 4.0 B. 2.4 C. 1.2 D. 0.3 E. -0.1 Use the following information to answer the next seven (7) questions. You are provided the following monthly returns data for an investment fund and its benchmark for the last six months. You are to measure the performance of the fund on an annualized basis. The risk-free asset ha an effective annual return of 1% during these six months. The beta of the fund is 0.5546 . 6. What is the fund's maximum drawdown in the six months? A. 0.8% B. 0.9% C. 1.0% D. 1.1% E. 1.2% What is the Sharpe Ratio of the fund using annualized numbers? A. 0.6 B. 1.2 C. 1.7 D. 2.2 E. 3.5 What is the Treynor Ratio of the fund using annualized numbers? A. 0.1 B. 0.6 C. 1.0 D. 1.3 E. 1.7 9. What is the M2 Measure of the fund using annualized numbers? A. 7.5% B. 8.0% C. 8.4% D. 8.9% E. 9.4% 10. What is the Jensen's Alpha of the fund using annualized numbers? A. 2.1% B. 2.4% C. 2.7% D. 3.1% E. 3.4% 11. What is the Tracking Error Volatility (or standard deviation of excess returns) of the using annualized numbers? A. 0.6% B. 1.5% C. 2.3% D. 3.1% E. 3.4% 12. What is the Information Ratio of the fund using annualized numbers? A. 4.0 B. 2.4 C. 1.2 D. 0.3 E. -0.1