Question: Based on the following output from Index Model regression for fund XYZ, please answer the following questions. Standard Error = 0.452 Intercept = 0.23 (p-value

Based on the following output from Index Model regression for fund XYZ, please answer the following questions.

Standard Error = 0.452

Intercept = 0.23 (p-value 0.02)

X Variable = 0.94 (p-value 0.00001)

You are given sufficient information to calculate which of the following?

a.

Treynor measure
b.

Sharpe ratio
c.

Information ratio
d.

M2 measure

IT IS NOT SHARPE RATIO

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