Question: 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

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 credit ratings. How does this affect borrowers, lenders, and financial institutions? What are the implications of this downgrade to the health of the financial system? [4 marks] b) The following information on the performance of three funds A, B and C in Australia. Average return Fund Standard deviation (%) 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 to calculate the average annual return of the market (ASX/S&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)

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