Question: The following performance data about the Big Gain Fund & the S&P 5 0 0 appears below Big Gain S&P 5 0 0 Return 4

The following performance data about the Big Gain Fund & the S&P 500 appears below
Big Gain S&P 500
Return 40%22%
Standard Deviation 32%20%
Beta Value 1.261.00
The risk-free rate is 5%
Required
i. Calculate the sharpe ratio
ii. The Treynor measure
iii. And Jensens
iv. Comment on the results obtained

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