The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during the .sample period is 6% Std Dev Beta 1.1 1.0 13 1.0 Fund Avg 13.6% 13.1% 12.4% 12.0% 40% 25 30% 15% S&P 500 You want to evaluate the three mutual funds using the Sharpe ratio for performance evaluation. The fund with the highest Sharpe ratio of performance is إختر أحد الخيارات fund A A O The answer cannot be determined from the information given BO fund B .C O fund C .D O
The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during the .sample period is 6% Std Dev Beta 1.1 1.0 13 1.0 Fund Avg 13.6% 13.1% 12.4% 12.0% 40% 25 30% 15% S&P 500 You want to evaluate the three mutual funds using the Sharpe ratio for performance evaluation. The fund with the highest Sharpe ratio of performance is إختر أحد الخيارات fund A A O The answer cannot be determined from the information given BO fund B .C O fund C .D O
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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![The average returns, standard deviations, and betas for three funds are given
below along with data for the S&P 500 Index. The risk-free return during the
.sample period is 6%
Avg
13.6%
13.1%
Fund
Std Dev
Beta
40%
1.1
25%
30%
15%
1.0
13
1.0
12.4%
S&P 500
12.0%
You want to evaluate the three mutual funds using the Sharpe ratio for
performance evaluation. The fund with the highest Sharpe ratio of
performance is
إختر أحد الخيارات
fund A A O
.The answer cannot be determined from the information given B
fund B .C
fund C .D](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F879a893b-a6bd-47d9-be9b-af9f247841c5%2F6c6ff0af-df83-441a-a1db-e54849028296%2Fzko8aoo_processed.png&w=3840&q=75)
Transcribed Image Text:The average returns, standard deviations, and betas for three funds are given
below along with data for the S&P 500 Index. The risk-free return during the
.sample period is 6%
Avg
13.6%
13.1%
Fund
Std Dev
Beta
40%
1.1
25%
30%
15%
1.0
13
1.0
12.4%
S&P 500
12.0%
You want to evaluate the three mutual funds using the Sharpe ratio for
performance evaluation. The fund with the highest Sharpe ratio of
performance is
إختر أحد الخيارات
fund A A O
.The answer cannot be determined from the information given B
fund B .C
fund C .D
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