Question: 45. The following data are available relating to the performance of Wildcat Fund and the market portfolio: Wildcat Market Portfolio Average Return 18% 15% Standard

45. The following data are available relating to the performance of Wildcat Fund and the market portfolio: Wildcat Market Portfolio Average Return 18% 15% Standard Deviation of Returns 25% 20% Beta 1.25 1.00 Residual Standard Deviation 2.0% 0.0% The risk-free return during the sample period was 7%. What is the information ratio measure of performance evaluation for Wildcat Fund?

  • 1.00%
  • 8.80%
  • 44.00%
  • 50.00%

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