Question
What is the fund's Information ratio? MONTH. FUND EXCESS RETURN. MARKET EXCESS R 1. 17.5%. 5.8% 2. 8.0%. 12.7% 3. -19.0%. -1.4% 4. 6.2%. 16.0%
MONTH. FUND EXCESS RETURN. MARKET EXCESS R
1. 17.5%. 5.8%
2. 8.0%. 12.7%
3. -19.0%. -1.4%
4. 6.2%. 16.0%
5. 13.3%. 6.5%
6. 9.4%. 9.4%
7. 36.3%. 37.4%
8. 9.2%. 26.6%
9. 14.8%. 9.9%
10. 9.3%. 6.0%
11. -2.5%. -21.6%
12. 12.5%. 0.1%
Step by Step Solution
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There are 3 Steps involved in it
Step: 1
The information ratio of the fund is calculated by dividing the excess return of the fund by the tracking error The excess return of the fund is calcu...
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Step: 3
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Fundamentals of Investments
Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey
3rd edition
132926172, 978-0132926171
