Question: You have been given the following return information for a mutual fund, the market index, and the risk-free rate, You also know that the return
You have been given the following return information for a mutual fund, the market index, and the risk-free rate, You also know that the return correlation between the fund and the market is 0.87 . Calculate Jensen's alpha for the fund, as well as its information ratio. Note: Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
