Question: a fund manager invests in a portfolio with a beta of 1.2 and earns a return of 13%. The S&P has a return of 12%

a fund manager invests in a portfolio with a beta of 1.2 and earns a return of 13%. The S&P has a return of 12% during the same time, and the risk free rate was 2%. The fund managers risk adjusted performance is what?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!