Question: 1. Return or Risk 2. Reduced cost because incomplete or Increased because perfect 3. Better or Worse 4. Fund 1 or Fund 2 Consider the

1. Return or Risk 2. Reduced cost because incomplete or Increased

1. Return or Risk

2. Reduced cost because incomplete or Increased because perfect

3. Better or Worse

4. Fund 1 or Fund 2

Consider the following historical performance data for two different portfolios, the Standard and Poor's 500, and the 90-day T-bill. a. Calculate the Fama overall performance measure for both funds. Round your answers to two decimal places. Overall performance (Fund 1 ) Overall performance (Fund 2 ): b. What is the return to risk for both funds? Do not round intermediate calculations. Round your answers to two decimal places. Return to risk (Fund 1 ): Return to risk (Fund 2 ): % d. Explain the meaning of the net selectivity measure and how it helps you evaluate investor berformance. Which fund had the best performance? The net selectivity is an unexplained portion of the excess I diversification. The higher the net selectivity the -Select- 0 investor performance is had the best performance

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