Question: Consider the data presented below on three mutual funds and the market. Fund AAA BBB CCC Market Beta 0.75 1.05 0.89 1.00 Standard Deviation (%)

Consider the data presented below on three mutual funds and the

Consider the data presented below on three mutual funds and the market. Fund AAA BBB CCC Market Beta 0.75 1.05 0.89 1.00 Standard Deviation (%) 7.0 5.0 8.0 8.0 Return (%) 14 18 20 12 R. (%) 3 3 3 3 - A Use the information above to answer the following questions. I. II. III. Compute the Sharpe Measure for the AAA fund. Compute the Jensen Measure for the BBB fund. Compute the Treynor Measure for the CCC fund

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