Question: Question 16 of 40 Question 16 25 points Save Answer Magdalis needs your help in evaluating three mutual funds using the information ratio measure for
Question 16 of 40 Question 16 25 points Save Answer Magdalis needs your help in evaluating three mutual funds using the information ratio measure for performance evaluation. The risk-free return during the sample period is 6, and the average return on the market portfolio is 19%. The average returns, residual standard deviations, and betas for the three funds are given below Average Return Residual Standard Deviation Beta Fund HANV 20 400 0.8 Fund SJUR 21 W 1.25 10 Pind DOKO 23 1.20 1.2 The fund with the highest information ratio measure is Funds DOKO and SJUR (tled for highest) Rund SJUR Fund DOKO Funds HANV and DOKO(ted for highest). Rind HANY Moving to another question will save this response. Question 16 of 40 Close Window
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