Question: There are two actively managed mutual funds P and Q with information of their historical returns given below. Their benchmark is the market portfolio whose

There are two actively managed mutual funds P and Q with

There are two actively managed mutual funds P and Q with information of their historical returns given below. Their benchmark is the market portfolio whose information is also given in the table. Risk-free rate r = 2%. Fund P Fund Q Market Portfolio Average return 10% 12% 8% Average excess return 8% 10% 6% Standard deviation 16% 25% M-square 4% Beta 2 0.5 1 B. Calculate the Treynor measure of fund P and Q. (2 pts)

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