Question: Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the

Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%.

Fund A E(r)= %40 , standart deviation %5 , beta= 0,8

a) Calculate the Sharpe Ratio of the fund.

b) Calculate the Treynor Ratio of the fund.

c) Calculate the Jensen Alpha of the fund. .

d) Calculate the M2 Measure of the fund

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