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)

  1. 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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