Average return Beta Standard deviation 25% Particulars Bell Fund Cloche Fund Tintinnabulum Fund Market Portfolio Sharpe...

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Average return Beta Standard deviation 25% Particulars Bell Fund Cloche Fund Tintinnabulum Fund Market Portfolio Sharpe Ratio 2 18% Treynor Ratio 2 Jensen's Alpha 2 1.25 The risk-free return during the sample period was 5%. Rankings: 3 12% 1 15% Bell Fund Cloche Fund Tintinnabulum Fund 3 0.6 1 30% 3 30% 1 2.5 Are the rankings consistent? Explain any inconsistency. 15% 20% Average return Beta Standard deviation 25% Particulars Bell Fund Cloche Fund Tintinnabulum Fund Market Portfolio Sharpe Ratio 2 18% Treynor Ratio 2 Jensen's Alpha 2 1.25 The risk-free return during the sample period was 5%. Rankings: 3 12% 1 15% Bell Fund Cloche Fund Tintinnabulum Fund 3 0.6 1 30% 3 30% 1 2.5 Are the rankings consistent? Explain any inconsistency. 15% 20%

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Step 1 Introduction Sharpe Ratio The Sharpe ratio is a measure of a financial portfolios riskadjuste... View the full answer