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You have estimated the single index model (SIM) for Fund B and found that its alpha and beta are 0.035 and 1.1 respectively. The standard
You have estimated the single index model (SIM) for Fund B and found that its alpha and beta are 0.035 and 1.1 respectively. The standard deviation of Fund B's excess realms is 30% and the market portfolio excess returns have a standard deviation of 20%. What's the information ratio of Fund B? Select one: A. None of the choices are within 0.001 of the correct answer. B. 0.172 C. 0.155 D. 0.234 E. 0.452
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