Question: The average returns, standard deviations, and betas for three funds are given below along with the data for the S&P 500 Index. The risk-free return

The average returns, standard deviations, and betas for three funds are given below along with the data for the S&P 500 Index. The risk-free return during the sample period is 6%.

What is the information ratio of fund A?

Question 39 1 pt The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during the sample period is 6%. Fund 4 3 Beta 1.1 4 Are 13.69 131% 12.4% 12.0% Std Dev 09 2596 30% 15% 13 S&P 500 What is the information ratio of fund A? None of the other answers 0.0274 0-0614 0.055 Not enough information to compute information ratio

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