Observed Return and Beta of SBI Bluechip Fund and Franklin India Equity Fund for the The year

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Observed Return and Beta of SBI Bluechip Fund and Franklin India Equity Fund for the

The year 2019 is as follows:

Observed Return Beta

SBI Bluechip Fund 18% 0.9

Franklin India Equity Fund 20% 1.1

Assume standard deviation of the market to be 8%, Return on Sensex 15% and the risk-free return to be 7%.

a. Compute the Jensen index for each of the funds and interpret the results. (10 Marks)

b. Compute the Treynor index for each of the funds and interpret the results. (10 Marks)

( The above 2 question contains 20 Marks. Please elaborate answer min of 600 words )

Related Book For answer-question

College Accounting A Practical Approach chapte

ISBN: 9780133791006

13th edition

Authors: Jeffrey Slater

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Posted Date: Mar 17, 2020 02:04 AM

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Observed Return and Beta of SBI Bluechip Fund and Franklin India Equity Fund for the The year

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College Accounting A Practical Approach chapte

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