SEE THE IMAGE. ANY DOUBTS, FEEL FREE TO ASK. THUMBS UP PLEASE
You have been given the following return information for a mutual fund, the market index, and...
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. Year Fund Market Risk-Free 2011 –14.85 % –29.50 % 3 % 2012 25.10 20.00 5 2013 12.90 10.90 2 2014 7.20 8.00 5 2015 –1.50 –3.20 3 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the...
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 0.97. Risk-Free Year 2011 2012 2013 2014 2015 Fund -17.68 25.1 13.4 6.6 -1.8 Market -34.5% 20.5 12.4 8 .4 -4.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio
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 0.97 Risk-F Year 2011 2012 2013 2014 Fund -16.4 25.1 13.2 Market -32.5 20.3 2015 -1.68 What are the Sharpe and Treynor ratios for the fund? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio
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 0.97. Risk-Free Year 2011 2012 2013 2014 2015 Fund -14.92% 25.1 12.8 7.0 -1.44 Market -28.5% 19.9 10.6 7.6 -2.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not...
8. 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 0.97. Risk-Free 2% Year 2011 2012 2013 2014 2015 Fund -15.13% 25.1 12.5 6.4 -1.26 Market -25.5% 19.6 9.7 7.6 -2.2 که ن What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 13.0% 12.0 7.0 10.1 5.0 op 30% 25 15 20 Bp 1.30 1.10 0.75 1.00 Market Risk-free 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio answers...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset ВР Portfolio Rp 13.0 Оp 39 1.75 х Y 12.0 34 1.30 7.2 24 0.85 Market 11.0 29 1.00 Risk-free 5.6 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 15.5% 14.5 7.4 11.7 7.0 Op 36% 31 21 26 0 Bp 1.35 1.15 0.60 1.00 Market Risk-free 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio...
13. An portfolio manager gathered the following information about a fund. Fund's rate of return 20% Market rate of return 11% Risk-free rate 5% Beta of the fund 1.3 The Jensen's alpha for the fund is closest to:
6. (Jensen's alpha) The risk- n's alpha) The risk-free rate is 2%. You observe two fund managers (A and B) and the market portfolio. Use в со JENSEN'S ALPHA 2 Risk-free return 2% 3 Mutual fund 4 Mean return 5 Standard deviation 6 Correlation coefficient with the market (Pim) 7 Beta 8 "Normative return" (based on the SML) 9 Jensen's alpha A 7% 25% 0.36 Market portfolio 10% 18% B 20% 72% 0.5 a. Calculate the beta of each stock...