• A stock Fund produced the following annualized results:
• 
  
• Return =17.5%
• Std Dev=22%
• Beta =1.05
• Tracking Error vs. S&P 500: 3.2% (annualized)
• Over the same period, T-Bills returned 5%; the S&P returned 15% and had a std Dev =25
• The Fund's Information Ratio adjusted for beta is:
• a. 0.781
• b. 0.625
• c. 0.568
• d. 0.60
• e. 1.055

Answer rating: 100% (QA)

To calculate the Funds Information Ratio adjusted for beta we can use ... View the full answer