Question: The data presented below has been collected at this point in time. Standard Fund Beta Deviation (%) Return (%) R f (%) XXX 1.07 5.13

The data presented below has been collected at this point in time.

Standard

Fund

Beta

Deviation (%)

Return (%)

Rf (%)

XXX

1.07

5.13

19

6

YYY

1.02

4.28

17

6

ZZZ

0.86

3.52

12

6

Market

1.00

3.80

13

6

Compute the Sharpe Measure for the XXX fund.

a.

3.86
b.

6.98
c.

2.53
d.

2.35
e.

1.72

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