Question: QUESTION 4 From a purely mathematical viewpoint, variance, standard deviation and covariance must always be greater than zero. O True False QUESTION 5 You are

QUESTION 4 From a purely mathematical viewpoint, variance, standard deviation and covariance must always be greater than zero. O True False QUESTION 5 You are provided with the following historical returns on four actively managed portfolios (below). Assume the risk free rate is 2.0%, and the return on the market porfolio is 8.5 with a standard deviation of 14.0% Sid deviation (o) 9.0 % 10.5% 15.0 % Portfolio Returns Beta Apex Partners 5.0 % 0.60 Boarcat Investors 6.5% 0.65 Capital Resources 9.0% 1.00 Show your answers a) What is the Sharpe ratio of Apex partners fund? b) What is the Treynor measure for the Bearcat portfolio? c) What is the alpha of Capital Resources? d) What is the alpha of the market portfolio? .) What is the market risk premium

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