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You are researching investment companies and found the following data: annual expected returns (E[R]), Beta, and standard deviations of returns. The companies you are researching

You are researching investment companies and found the following data: annual expected returns (E[R]), Beta, and standard deviations of returns. The companies you are researching include: SPY an S&P 500 Index ETF; OAKIX the Oakmont International Fund in purely international stock; VICEX the actively managed fund that invests in gambling, firearms, alcohol, & tobacco companies; SSIAX a socially responsible fund that avoids Vice stocks; and MKT the stock market index or market portfolio. The annual risk-free rate is 0.5%. SPY OAKIX VICEX SSIAX MKT Beta 0.965 1.602 1.21 0.824 1 E[R] 8.90% 8.90% 10.10% 12.30% 9.80% Stdev 18.20% 19.60% 17.40% 18.90% 17.60% 1. For each fund and the MKT, complete the table below by calculating the performance evaluation measures. SPY OAKIX VICEX SSIAX MKT Sharpe M-Squared Treynor Jensen Alpha 2. If you could only pick one fund using the analysis above, which fund would you choose? And why? Use 1-2 sentences below.

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