Question: Stock A Index Model regression Model 2.00% + 1.4 (Rm-Rf) R-Square 0.5 Residual Standard Deviation 13.00% Standard Deviation of excess returns 21.35% Rf 6% Rm

Stock A
Index Model regression Model 2.00% + 1.4 (Rm-Rf)
R-Square 0.5
Residual Standard Deviation 13.00%
Standard Deviation of excess returns 21.35%
Rf 6%
Rm 14%
Calculate information ratio for A:
Answers:

0.09

0.15

0.24

0.36

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