Question: The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year Required: a. What is the





The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year Required: a. What is the Sharpe ratio for the fund and the benchmark? b. What is the Treynor ratio for the fund and the benchmark? c. What is the fund tracking error? d. What is the beta for the fund? e. What is Jensen's alpha for the fund? Complete this question by entering your answers in the tabs below. What is the Sharpe ratio for the fund and the benchmark? (Do not round intermediate calculations. Round your final answer to 2 decimal places.) What is the Treynor ratio for the fund and the benchmark? (Do not round intermediate calculations. Round your final answer to 2 decimal places.) What is the fund tracking error? (Do not round intermediate calculations. Round your final answer to 2 decimal places.) Complete this question by entering your answers in the tabs below. What is the beta for the fund? (Do not round intermediate calculations. Round your final answer to 4 decimal places.) Complete this question by entering your answers in the tabs below. What is Jensen's alpha for the fund? (Do not round intermediate calculations. Round your final answar to 2 decimal places. Negative value should be indicated with minus sign.)
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