Question: 15) The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: Long Horn Market Portfolio Average return

15) The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: Long Horn Market Portfolio Average return 22 % 12 % Standard deviations of returns 35 % 15 % Beta 1.5 1.0 Residual standard deviation 2.0 % 0.0 % The risk-free return during the sample period was 8%.

Calculate the information ratio for Long Horn Stock Fund.

Multiple Choice 8.67 31.43 1.33 37.14 4.00

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