Question: Question 3 The statistics for the ABC Managed Fund are shown in the Table I below. An analyst wishes to evaluate the performance of this

Question 3 The statistics for the ABC Managed Fund are shown in the Table I below. An analyst wishes to evaluate the performance of this fund. Table 1: ABC Managed Fund Performance ABC S&P Index T-bills Mean 13.0% 12.0% 7.6% Standard deviation 12.4% 9.4% 0.5% Cov(ABC, S&P 1) 0.0107 . Calculate the Sharpe ratio for the fund and the market portfolio. b. Calculate the Treynor ratio for the fund and the market portfolio

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