Question: Use the information presented below to answer questions 1-5. The following data are available relating to the performance of Marie Holdings Stock Fund and the


Use the information presented below to answer questions 1-5. The following data are available relating to the performance of Marie Holdings Stock Fund and the market portfolio Marie Holdings Market Average Return 0.11 0.15 Std. Dev. of Returns 0.29 0.30 Beta 0.90 1.00 Tracking Error 0.13 Average PE 16 00 15.00 The risk-free rate during the sample period was 0.07. 1. Calculate the Jensen measure of performance for Marie Holdings Fund. a. 0.1379 b. 0.0444 C. -0.0386 d. none of these, or insufficient information e.-0.3077 2. Calculate the Sharpe measure of performance for Marie Holdings Fund a. -0.0386 b.-0.3077 c. 0.0444 d. 0.1379 e. none of these, or insufficient information 3. Calculate the Treynor measure of performance for Marie Holdings Fund. a. 0.0444 b. none of these, or insufficient information C.-0.0386 d. -0.3077 e. -0.0320 Question 34 4. Calculate the Information Ratio measure of performance for Marie Holdings Fund. a.-0.0320 b. none of these, or insufficient information oc. -0.0386 d. -0.3077 e. 0.1379 5. Calculate the M2 measure of performance for Marie Holdings Fund. a.-0.0320 b. 0.1379 c. none of these, or insufficient information d.-0.3077 e. 0.0444
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
