Question: Here are data on three mutual funds: Fund Return Standard Deviation Beta C 16 8 1 D 10 6 0.5 E 20 10 2 a)
- Here are data on three mutual funds:
Fund Return Standard Deviation Beta
C 16 8 1
D 10 6 0.5
E 20 10 2
a) What is the reward-to-variability ratio and the ranking if the risk-free rate is 3%?
b) What is the Treynor measure and ranking?
c) What is the differential return if the market return is 13%, the standard deviation of return is 5%, and standard deviation is the appropriate measure of risk?
d) What is the differential return if beta is the appropriate measure of risk?
Ps : iam a foreign student. please solve it clearly,regards.
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