Question: How do you find the information ratio and M 2? Rf: 3.5% Your fund market Avg ret 15% 12% stdev 32% 20% beta 1.3 stdev
How do you find the information ratio and M2?
Rf: 3.5%
| Your fund | market | |
| Avg ret | 15% | 12% |
| stdev | 32% | 20% |
| beta | 1.3 | |
| stdev res | 3% | |
| Rf | 3.50% |
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