The T-bill rate is 2.25% Fund Beta St. Dev % E(Ri) % IR Sharpe Alpha % Treynor Sortino 1.75 0.1215 1.654 0.87 4.75 3.6 XXX YYY Zzz Index 1.15 0.65 5.11 4.22 3.80 A B B x 1.1 13 1.7045 4.133 D Compute the standard deviation of the excess return for YYY fund if the benchmark return (threshold) fund is 1.8% - 3.8% 02.18% 3.45% 0 - 4.16% - 12.1% 02.16% The T-bill rate is 2.25% Fund Beta St. Dev % E(Ri) % IR Sharpe Alpha % Treynor Sortino 1.75 0.1215 1.654 0.87 4.75 3.6 XXX YYY Zzz Index 1.15 0.65 5.11 4.22 3.80 A B B x 1.1 13 1.7045 4.133 D Compute the standard deviation of the excess return for YYY fund if the benchmark return (threshold) fund is 1.8% - 3.8% 02.18% 3.45% 0 - 4.16% - 12.1% 02.16%