Question: QUESTION 23 The following data are available relating to the performance of Friedman Stock Fund and the market portfolio Friedman Market Portfolio 16% 12% Average
QUESTION 23 The following data are available relating to the performance of Friedman Stock Fund and the market portfolio Friedman Market Portfolio 16% 12% Average return Standard deviations of returns 26% 2296 Beta 1.15 1.00 Residual standard deviation 19 10% The risk-free return during the sample period was 4%. Calculate Information Ration for Friedman Stock Fund 0 1 0 28 4.40 82
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