Question: this is all the information given The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each

rate each year: Required: o. What is the Sharpe ratio for the

fund and the benchmark? b. What is the Treynor ratio for the

fund and the benchmark? c. What is the fund tracking error? d.

this is all the information given

The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year: Required: o. What is the Sharpe ratio for the fund and the benchmark? b. What is the Treynor ratio for the fund and the benchmark? c. What is the fund tracking error? d. What is the beta for the fund? e. What is Jensen's alpha for the fund? Complete this question by entering your answers in the tabs below. What is the Sharpe ratio for the fund and the benchmark? (Do not round intermediate calculationsi. Round your final answer to 2 decimal places.) Complete this question by entering your answers in the tabs below. What is Jensen's alpha for the fund? (Do not round intermediate calculations. Round your final answer to 2 decimal places. Negative value should be indicated with minus sign.) Complete this question by entering your answers in the tabs below. What is the beta for the fund? (Do not round intermediate calculations. Round your final answer to 4 decimal places.) Complete this question by entering your answers in the tabs below. What is the fund tracking erron (Do not round intermediate calculations. Round your final answer to 2 decimal places.) Complete this question by entering your answers in the tabs below. What is the Treynor ratio for the fund and the benchmark? (Do not round intermediate calcufations, Round your finat answer to 2 decimal placesi)

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