The average returns, standard deviations, and betas for three funds are givenbelow along with data for the S&P 500 Index. The risk-free return during the.sample period is 6%Avg13.6%13.1%FundStd DevBeta40%1.125%30%15%1.0131.012.4%S&P 50012.0%You want to evaluate the three mutual funds using the Sharpe ratio forperformance evaluation. The fund with the highest Sharpe ratio ofperformance isإختر أحد الخياراتfund A A O.The answer cannot be determined from the information given Bfund B .Cfund C .D

Sharp ratio is employed in helping an investor to create a comparison of return on investment to its…

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

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 15P

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