Question: Please calculate the answer The following data are available relating to the performance of Monarch Stock Fund and the market portfolio: Market Monarch Portfolio Average

Please calculate the answer

The following data are available relating to the performance of Monarch Stock Fund and the market portfolio: Market Monarch Portfolio Average return 168 128 Standard deviations of returns 268 228 Beta 1 . 15 1.00 Residual standard deviation 18 The risk-free return during the sample period was 4%. Calculate Treynor's measure of performance for Monarch Stock Fund. 10.40% 8.80% 12.10% 9.00% 9.90%

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