Question: Hello, please help me with this question, thank you!! QUESTION 3 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) b) The following information on the performance

Hello, please help me with this question, thank you!!

Hello, please help me with this question, thank you!! QUESTION 3 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) b) The following information on the

QUESTION 3 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) b) The following information on the performance of three funds A, B and C in Australia. Average return (%) Standard deviation (%) Fund Beta Market Risk-free rate Fund A Fund B Fund C ?? ? 19.50 28.65 25.70 10.75 14.82 12.33 0.873 1.251 1.005 (i) Use the data provided on Canvas calculate the average annual return of the market (ASXIS&P200). Find a proxy for the risk free rate in Australia and explain your reasoning. [2 marks] (ii) Calculate the coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. [6 marks]. QUESTION 3 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) b) The following information on the performance of three funds A, B and C in Australia. Average return (%) Standard deviation (%) Fund Beta Market Risk-free rate Fund A Fund B Fund C ?? ? 19.50 28.65 25.70 10.75 14.82 12.33 0.873 1.251 1.005 (i) Use the data provided on Canvas calculate the average annual return of the market (ASXIS&P200). Find a proxy for the risk free rate in Australia and explain your reasoning. [2 marks] (ii) Calculate the coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. [6 marks]

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Hi, please help me with this question, thanks!! QUESTION 3 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) a) On April 7th, 2020, Fitch Ratings Inc. downgrades Australia's four biggest banks credit...

Hi! Attached is the case study. My questions for this case study is Conceptual (C)C3.3) on page 8. Conceptual (C) C3.3) Do you believe the independence rules are sufficient to ensure that the public...

Could anybody check my work please? If i got wrong, please let know and please help me to correct it! Thank you so much! > Question 1 6 pts Consider the following table: Stock Fund Bond Fund Scenario...

312021.pdf o Q QUESTION 4 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) a) On April 7, 2020, Fitch Ratings Inc, downgrades Australia's four biggest banks credit ratings. How does this affect...

QUESTION 4 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) a) On April 7, 2020, Fitch Ratings Inc. downgrades Australia's four biggest banks credit ratings. How does this affect borrowers, lenders,...

Can anyone solve this question and please answer it clear THANK YOU !!!!! QUESTION 4 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) a) On April 7th, 2020, Fitch Ratings Inc. downgrades Australia's...

hellooooo anyone can solve (ii) this?? pls help TQ QUESTION 4 (CONTEMPORARY ISSUES IN FMS AND FUND MANAGEMET) a) On April 7th, 2020, Fitch Ratings Inc. downgrades Australia's four biggest banks...

PLEASE help me with this question with detailed explanation , write about 600-700 words I know the case is pretty long but please help me with this, i will 100% give u a like. Question: What do you...

Hello Can you please help me answer question 5 in the Groupon case study ISSUES IN ACCOUNTING EDUCATION Vol. 29, No. 1 2014 pp. 229-245 American Accounting Association DOI: 10.2308/iace-50595 Growing...

Hello please help me complete this and I will happily leave a thumbs up ;) Thank you! Write a detailed paragraph on what Nissan could have done to better assess its supply chain distribution risk....

What will the outcome be?

Write a query to display all the orders from the orders table issued by the salesman 'Ahmad'.

The payback method q , b . is a more sophisticated method of analysis than the profitability index c . considers the time value of money a . is the most frequently used method of capital budgeting d...

Draw a class diagram and its relationship based on the following statements. You can use any UML tool/software to represent your class diagram. Do NOT copy and paste your diagram, use the attachment...