Question $2$ cont'd

Consider the following partial attribution showing YWF fund $1$Q $2013$ performance

relative to its benchmark:

Also, consider the following statistics of YWF fund relative to the Foreman Fund:

Assume the Risk$-$Free Rate is $2\mathrm{.}1\%.$

c$.$ From the $1Q2013$ partial attribution, list three sectors with negative asset

allocation?

$(6$ marks$)$

Using the Sharpe Ratio, which fund $($YWF or Foreman$)$ had the higher risk

adjusted return? Show working.

$(5$ marks$)$

Using the Treynor Measure, which fund $($YWF or Foreman$)$ had the higher risk

adjusted return? Show working.

$(5$ marks$)$