Question: Consider the data for the JJ Value Fund and its benchmark the Russell Value Index. The YTM on T-bonds is 3.8%. Calculate Treynor ratio for

Consider the data for the JJ Value Fund and its benchmark the Russell Value Index. The YTM on T-bonds is 3.8%. Calculate Treynor ratio for the JJ Fund and the Russell Value Index.

a.) JJ Fund = 0.402 & Russell = 0.377

b.) JJ Fund = 0.377 & Russell = 0.402

c.) JJ Fund = 0.086 & Russell = 0.078

d.) JJ Fund = 0.078 & Russell = 0.086

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