Question: a. Which fund's returns are best explained by the market's returns? Consider the five funds shown below: b. Which fund had the largest total risk?

a. Which fund's returns are best explained by the market's returns?

Consider the five funds shown below:

(8 R? a 1 2.0 1.0 0.98 16 I.I 0.95 3.5 0.9


b. Which fund had the largest total risk?

c. Which fund had the lowest market risk the highest?

d. Which fund(s), according to Jensen's alpha, outperformed the market?​

(8 R? a 1 2.0 1.0 0.98 16 I.I 0.95 3.5 0.9 0.90 1.2 0.8 0.80 5 0.99 1.20 0.60 -2 n45

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