Question: PLEASE SHOW ALL WORK! 1. The average returns, standard deviations and betas for Fund A and S&P 500 index (benchmark) are given below. The risk-free

PLEASE SHOW ALL WORK!

PLEASE SHOW ALL WORK! 1. The average returns, standard deviations and betas

1. The average returns, standard deviations and betas for Fund A and S&P 500 index (benchmark) are given below. The risk-free return during the sample period is 6%. Fund Avg. Return Std. Dev. Beta 30% | 1.3 15% | 1.0 12.4% S&P 500 | 12.0% Compute Fund A's: * Sharpe Measure . M Measure . Jensen's Measure

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