Question: Using the data below, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. Market Data Return Standard Deviation Beta Market Data 0.120 0.200
Using the data below, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio.
| Market Data | Return | Standard Deviation | Beta | |||
| Market Data | 0.120 | 0.200 | 1.000 | |||
| Risk-Free Rate | 0.025 | 0.000 | 0.000 | |||
| Company Data | A | B | C | |||
| Alpha | 0.015 | 0.020 | -0.005 | |||
| Beta | 1.200 | 0.800 | 1.250 | |||
| Residual standard deviation, (e) | 0.105 | 0.195 | 0.067 | |||
| Standard Deviation of Excess Return | 0.245 | 0.235 | 0.210 | |||
| Required: | ||||||
| Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. | ||||||
| Negative answers should be input and displayed as a negative values. All other answers should be input and displayed as positive values.) | ||||||
| Risk-Adjusted Performance Measures | A | B | C | Market | ||
| Sharpe Ratio | ||||||
| Treynor's Measure | ||||||
| Information Ratio | ||||||
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