Question: 7. The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year: a. What is the
7. The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year: a. What is the Sharpe ratio for the fund and the benchmark? b. What is the beta for the fund? c. What is the Treynor ratio for the fund and the benchmark? d. What is the fund tracking error? e. What is Jensen's alpha for the fund? f. What is your conclusion about the riskiness of the fund compared to the benchmark
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