Consider the following information for three mutual funds, P, Q, and R, and the market. Standard...
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Consider the following information for three mutual funds, P, Q, and R, and the market. Standard deviation Beta 0.90 1.10 1.20 1.00 P R Market Index Mean return 15% 17 19 16 20% 24 27 20 The mean risk-free rate was 10 percent. Calculate the Treynor measure, Sharpe measure, Jensen measure, and M² measure for the three mutual funds and the market index. Consider the following information for three mutual funds, P, Q, and R, and the market. Standard deviation Beta 0.90 1.10 1.20 1.00 P R Market Index Mean return 15% 17 19 16 20% 24 27 20 The mean risk-free rate was 10 percent. Calculate the Treynor measure, Sharpe measure, Jensen measure, and M² measure for the three mutual funds and the market index.
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Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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