Question: Market CAT Average St.dev. 1.27% 5.37% 1.99% 7.59% Intercept Beta St.dev.( e ) 1 0.0106 0.73 6.49% Rf = 0.17% 16. Based on the table

Market CAT Average St.dev. 1.27% 5.37% 1.99% 7.59% Intercept Beta St.dev.(

Market CAT Average St.dev. 1.27% 5.37% 1.99% 7.59% Intercept Beta St.dev.( e ) 1 0.0106 0.73 6.49% Rf = 0.17% 16. Based on the table above, what is Sharpe Ratio for CAT? A. 0.2048 B. 0.2169 C. 0.2398 D. 0.2651 E. 0.2711 17. Based on the table above, what is Treynor Index for CAT? A. 0.0110 B. 0.0249 C. 0.0253 D. 0.0314 E. 0.0392 18. Based on the table above, what is Jehnsen Alpha for CAT? A. 0.72% B. 0.73% C. 0.97% D. 1.02% E. 1.06% 19. Based on the table above, what is the Potential Sharpe Ratio for CAT? A. 0.1633 B. 0.2048 C. 0.2398 D. 0.2620 E. 0.2786

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