Question: Problem 2 3 - 7 The following data is reported for a fund and an appropriate benchmark as well as the risk - free rate

Problem 23-7
The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year:
Required:
a. What is the Sharpe ratio for the fund and the benchmark?
b. What is the Treynor ratio for the fund and the benchmark?
c. What is the fund tracking error?
d. What is the beta for the fund?
e. What is Jensen's alpha for the fund?
Problem 23-7 The following data is reported for a fund and

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