Question: Use the following data: ret st.deviation beta Managed fund 21% 47% 0.9 Market 12% 15% 1 Risk free rate 2% Calculate the Treynor measure of

Use the following data:

ret st.deviation beta
Managed fund 21% 47% 0.9
Market 12% 15% 1
Risk free rate 2%

Calculate the Treynor measure of the fund! Plug in percentages in decimals format for returns when calculating your answer.

Provide your answer rounded to two decimals.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Q:

1 ) Financial Statements: Develop an Income Statement for 20XX, Cash Flow Statement for 20XX, and Balance Sheet as of the end of 20XX based on the data provided below for year 20XX. All sales are...

Q:

Use the following data: ret st.deviation beta Managed fund 22%33% 1.2 Market 12% 22% 1 Risk free rate 2% What is the M2 of thefund? Provide your answer in percent, rounded to two decimals,omitting...

Q:

Use the following data: ret st.deviation beta Managed fund 22% 33% 1.2 Market 12% 22% 1 Risk free rate 2% What is the M2 of the fund? Provide your answer in percent, rounded to two decimals, omitting...

Q:

Use the following data: ret st.deviation beta Managed fund 24% 24% 1.6 Market 12% 13% 1 Risk free rate 3% What is the alpha of the fund? Provide your answer in percent, rounded to two decimals,...

Q:

Use the following data: ret st.deviation beta Managed fund 23% 56% 1.3 Market 12% 22% 1 Risk free rate 1% What is the M 2 of the fund? Provide your answer in percent, rounded to two decimals,...

Q:

Use the following data: ret st.deviation beta Managed fund 23% 24% 1.1 Market 12% 13% 1 Risk free rate 1% What is the alpha of the fund? Provide your answer in percent, rounded to two decimals,...

Q:

Use the following data: ret st.deviation beta Managed fund 17% 35% 1.3 Market 12% 17% 1 Risk free rate 1% What is the M 2 of the fund? Provide your answer in percent, rounded to two decimals,...

Q:

Financial Engineering ASSIGNMENT A QI. A swap bank has to entail certain risks which are inherent to the swap business and are interrelated Explain the risks involves in swap business. Q2. Call...

Q:

193 x fe B G D E F 5 INPUTS USED IN THE MODEL 6 7 Pa $50.00 8 Net P $20.00 9 Dy $3.30 10 De $2.10 11 g 7% 12 B-T 10% 13 Skye's beta 0.83 14 Market risk premium, RPM 6.0% 15 Risk free rate, 6.5% 16...

Q:

I need question one answered. Attached are documents from the chapter to help add in the question. A 1 D E F Final Examination FINC 5880 3 5 6 7 8 9 10 11 C Question 6. (15 points) Your portfolio is...

Q:

you work for a private wealth management firm that follows an external investment model whereby it decides which outside managers it should recommend to clients. one mutual fund that is a candidate...

Q:

Kathy and Bill were married on 12-2-88. Bill was 50 and Kathy is 51 as of 1-1-20. They have two children living with them, Karla and Billy, fraternal twins, age 22, no longer in school and single as...

Q:

Give a numeric example where using the CSI as the critical ratio would be misleading.

Q:

Which of the following is NOT an example of an Internet of Things ( IOT ) device? Group of answer choices Home Security Systems Wireless Cameras USB Drives Smart Thermostats

Q:

Draw a class diagram and its relationship based on the following statements. You can use any UML tool/software to represent your class diagram. Do NOT copy and paste your diagram, use the attachment...