Service

Chat Now

Consider the following information for a mutual fund, the market index, and the risk-free

Consider the following information for a mutual fund, the market index, and the risk-free

Consider the following 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 .97.

Year

Fund

Market

Risk-Free

2008

Ac€?o18.20

%

Ac€?o35.5

%

2

%

2009

25.1

 

20.6

 

5

 

2010

13.5

 

12.7

 

2

 

2011

6.8

 

8.4

 

6

 

2012

Ac€?o1.86

 

Ac€?o4.2

 

3

 
 

What are the Sharpe and Treynor ratios for the fund?

Abhinav 03-Dec-2019

Answer (UnSolved)

question Get solution