Question: The following performance data about the KPMG fund & the CROF appears below Risk free rate is 5 % Find the following ( i )

The following performance data about the KPMG fund & the CROF appears below
Risk free rate is 5%
Find the following
(i)calculate the sharpe ratio
(ii)the treynor measure
(iii) the Jensen's
(iv) Comment on the results obtained above
 The following performance data about the KPMG fund & the CROF

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