Question
You are given the following data: Risk-free rate is 2,3 percent, market return is 10 per cent, and market volatility is 16,3 per cent. The
You are given the following data: Risk-free rate is 2,3 percent, market return is 10 per cent, and market volatility is 16,3 per cent. The return of a portfolio is 13,4 per cent, its volatility is 16,2711 per cent, and its beta is 0.7. Calculate the measure called the Information ratio.
- A. 0,492
- B. 3,400
- C. 0,957
- D. 0,252
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Private Funds Where And How
Authors: Dechert LLP
2018 Edition
152650300X,1526503018
