Question: Given the data in the table below, calculate the Treynor measure for fund A. Enter your answer in percentages rounding to the nearest two digits
Given the data in the table below, calculate the Treynor measure for fund A. Enter your answer in percentages rounding to the nearest two digits after the decimal point.
Fund Return Std. Dv. Beta
A 20% 28% 1.4
B 15% 25% 1.3
C 20% 33% 0.8
S&P 500 12% 20% 1.0
Risk free rate 5%
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To calculate the Treynor measure for fund A we need to use the following formula Treynor Mea... View full answer
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