Question: Please do not copy and paste other exiting answer! where mathematical calculations are required, state the equation used and all workings in the answer b)

Please do not copy and paste other exiting answer!

where mathematical calculations are required, state the equation used and all workings in the answer

b) The following information on the performance of three funds A, B and C in Australia. Standard deviation (%) Beta Fund Market Risk-free rate Fund A Fund B Fund C Average return (%) ?? ? 19.50 28.65 25.70 10.75 14.82 12.33 0.873 1.251 1.005 (i) Use the data provided on Canvas to calculate the average annual return of the market (ASX/S&P200). Find a proxy for the risk free rate in Australia and explain your reasoning. [2 marks] (ii) Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. [6 marks)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Please do not copy and paste other exiting answer! State the equation/fomulars used and all workings in the answer I have provided all the information! QUESTION 1 (continued) c) Calculate the market...

THE COMPANY IS AMAZON :) please answer all questions. In your own words please!! do not copy and paste answer cheggs answer please!! Help would be greatly appreciated :) Refer to Tables A-1 through...

Business Plan to Form an Airline To started an Airline is very tough. Running a profitable airlines is even toughest. From startup the airlines to established the industry's leaders, the process...

tax question this is one wuestions with different parts please do all the parts... Please use canadian tax principles... i will leave a review and a like if eveything is correct D G instructions: H 1...

PLEASE SOLVE COMPLETELY WITHIN 4 HOURS! Please do not copy and paste, I will upvote! Thank you (: Ai Problem 3. The performance of an absorption column depends on the number of equilibrium stages and...

TAXX 2202 6 X Chapter 1 to 5 Assignment - Excel (Product Activation failed Tell me what you want to do.. File Home Insert Page Layout Formulas Data Review View Nitro To Sign in Share 121 H K L M . N...

urgent please 48 A Instructions: If there is no tax impact, leave the answer cell blank. (These are the blue "Answer" boxes below) If an amount reduces net employment income, enter as a negative....

If an amount reduces net employment income, enter as a negative. Please use formulas for your answers. Do not calculate these outside of excel, and hardcode them. You can copy and paste your answer...

A 6-kg block B starts from rest and slides on the 10-kg wedge A, which is supported by a horizontal surface. Neglecting friction, determine (a) The velocity of B relative to A after it has slid 1 m...

1. Assuming that incomes can be approximated using a normal distribution with the specified mean and standard deviation, calculate the income that cut off the bottom 10% of incomes. 2. Assuming that...

Assume you can buy a bond that has a par value of $ 1 0 0 0 , matures in 1 0 years, yielding 6 % ( its yield to maturity is 6 % ) and has a duration of 4 . If you would like to use this bond to form...

Add "Viggo Mortenslet cast = new Map ( ) ;en " to the cast as the key, with value "Aragorn".