Question: Compute A, B, C, and D. The T-bill rate is 2.25% Fund Beta St. Dev % E(RI) % IR Sharpe Alpha % Treynor Sortino 0.1215
Compute A, B, C, and D.
The T-bill rate is 2.25% Fund Beta St. Dev % E(RI) % IR Sharpe Alpha % Treynor Sortino 0.1215 1.654 1.75 XXX YYY 5.11 4.22 0.87 4.75 1.15 3.6 A B B x 1.1 13 1.7045 4.133 ZZZ 0.65 D Index 3.80
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