37) The following data are available relating to the performance of Burke Fund and the market...
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37) The following data are available relating to the performance of Burke Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Version 1 Burke 18% 30% 4.0% Market Portfolio 22% 1.0 0.0% 14 The risk-free return during the sample period was 6%. If you wanted to evaluate the Burke Fund using the measure, what percent of the adjusted portfolio would need to be invested in T-Bills? Al 37) The following data are available relating to the performance of Burke Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Version 1 Burke 18% 30% 4.0% Market Portfolio 22% 1.0 0.0% 14 The risk-free return during the sample period was 6%. If you wanted to evaluate the Burke Fund using the measure, what percent of the adjusted portfolio would need to be invested in T-Bills? Al
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To evaluate the Burke Fund using the Sharpe ratio we need to calculate the Sharpe ratio for both the ... View the full answer
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