Historical performance information on the capital market and a mutual fund

Year	Mutual fund Beta	Mutual fund return (per cent)	Return on  market index  (per cent)	Return on Govt. securities  (per cent)
1	0.40	13.00	-8.50	6.50
2	0.75	3.50	4.00	6.50
3	0.95	12.00	14.00	6.00
4	0.70	18.00	18.50	6.00
5	1.00	10.00	5.70	5.75
6	0.90	7.00	8.20	5.75
7	0.80	20.00	27.00	6.00
8	0.75	24.00	18.00	5.50
9	0.65	-5.00	25.00	5.50
10	0.20	-5.00	2.00	6.00

 

Calculate the 

1. Reward to variability ratio                
2. Reward to volatility ration  

Answer rating: 100% (QA)

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