Question: Problem 14. The following data are available relating to the performance of Monarch Stock Fund and the market portfolio: Monarch Market Portfolio Average Return 10%

Problem 14. The following data are available relating to the performance

Problem 14. The following data are available relating to the performance of Monarch Stock Fund and the market portfolio: Monarch Market Portfolio Average Return 10% 12% Standard Deviation of Returns 26% 22% Beta 1.00 Residual Standard Deviation 1% 0% 0.7 The risk-free return during the sample period was 4%. a) What is the information ratio measure of performance evaluation for Monarch Stock Fund? b) Calculate Sharpe's measure of performance for Monarch Stock Fund. c) Calculate Treynor's measure of performance for Monarch Stock Fund

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