Question: Exhibit 18.3 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Consider the data presented below on three mutual funds and the market. Standard Deviation (%)

Exhibit 18.3 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Consider

Exhibit 18.3 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Consider the data presented below on three mutual funds and the market. Standard Deviation (%) Fund Beta Return (%) Rf(%) AAA 0.75 7.0 14 3 BBB 1.05 5.0 18 3 CCC 0.89 8.0 20 3 Market 1.00 8.0 12 3 Refer to Exhibit 18.3. Compute the Sharpe Measure for the AAA fund. a. 1.57 b. 4.49 C. 1.27 d. 2.74 e. 1.70

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