Question: Given the information below, compute the Sharpe ratio and Information ratio for fund A: Annualized fund return: 6.22% Annualized benchmark return: 5.78% Annualized risk-free return:

Given the information below, compute the Sharpe ratio and Information ratio for fund A: Annualized fund return: 6.22% Annualized benchmark return: 5.78% Annualized risk-free return: 1.26% Annualized standard deviation of fund returns: 14.9% Annualized tracking error/active risk of fund vs. benchmark: 5.37%

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