Question
Using the data on the two mutual funds, which fund offers the greatest return per unit of risk and what tells us that? A. AB
Using the data on the two mutual funds, which fund offers the greatest return per unit of risk and what tells us that?
A. | AB Discovery Value Advisor because it has the higher beta | |
B. | AB Large Cap Growth because it has the higher standard deviation | |
C. | AB Discovery Value Advisor because it has the higher Sharpe ratio | |
D. | AB Large Cap Growth because it has the higher R squared value |
Using the data on the two mutual funds, which fund can attribute more of its return to the movements in the overall market and what tells us that?
A. | AB Discovery Value Advisor because it has the higher beta | |
B. | AB Discovery Value Advisor because it has the higher standard deviation | |
C. | AB Large Cap Growth because it has the higher Sharpe ratio | |
D. | AB Large Cap Growth because it has the higher R squared value |
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