Question: Given the summary table below: Fund 1 Fund 2 Fund 3 Fund 4 Market Index Risk-Free Rate Return 5.45% 8.01% 9.90% 4.32% 5% 2% Beta

  1. Given the summary table below:

Fund 1

Fund 2

Fund 3

Fund 4

Market Index

Risk-Free Rate

Return

5.45%

8.01%

9.90%

4.32%

5%

2%

Beta

0.90

0.80

1.45

0.70

1.00

Standard Deviation

2.50%

4.85%

3.50%

2.00%

2.80%

Tracking Error

5.50%

6.00%

12.00%

5.00%

0%

Downside Deviation

1.20%

2.30%

1.90%

0.95%

1.38%

  1. Fill out the following table:

Fund 1

Fund 2

Fund 3

Fund 4

Jensen's Alpha

Rank

Treynor

Rank

Sharpe

Rank

Sortino

Rank

Information Ratio

Rank

M-Squared

Rank

GH2

Rank

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