Question: THERE IS A TABLE WITH THE DATA BUT IT WONT LET ME UPLOAD IT b) The following information on the performance of three funds A,

THERE IS A TABLE WITH THE DATA BUT IT WONT LET

THERE IS A TABLE WITH THE DATA BUT IT WONT LET ME UPLOAD IT

b) The following information on the performance of three funds A, B and C in Australia. Fund Standard deviation (%) Beta Market Risk-free rate Fund A Fund B Fund C Average return (%) ?? ? 19.50 28.65 25.70 10.75 14.82 12.33 0.873 1.251 1.005 (1) Use the data provided on Canvas to calculate the average annual return of the market (ASX/S&P200). Find a proxy for the risk free rate in Australia and explain your reasoning. [2 marks] (ii) Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results

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