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Review the table below listing performance metrics for selected assets. The metrics are defined in the same way as in CAPM   Return  risk  beta riskless asset  4% 0% 0 Market Portfolio  9% 24% 1 Fund A 8% 33% 0.4 Fund B 11% 30% 1.5

Consider the following risk-return characteristics for funds A and B: Expected return Risk Fund A (Equity) 12% 20% Fund B (Debt) 9% 16% The correlation coefficient between the returns of fund A and fund B is 0.4. 1. Which Fund is riskier? Write 1 if your answer is Fund A, write 2 if your answer is Fund B, or write 3 if your answer is undetermined. 2.1 What is the weight of fund A in the minimum variance portfolio? 2.4 What is the risk of the minimum variance portfolio? 2.2 What is the weight of Fund B in the minimum variance portfolio? 2.3 What is the expected return of the minimum variance portfolio?

questions to be answered

MC 1: If two fund separation holds, identify the correct statements for the optimal complete portfolio and the maximum Sharpe ratio portfolio (MSRP): I. The two portfolios have the same Sharpe ratio. II. When y* equals 1, the two portfolios are identical. II. Risk aversion affects the MSRP but not the optimal complete portfolio. IV. The MSRP contains the risk-free asset. Select one: O a. I, II, and III. O b. I and II. O c. I, II, and IV. O d. All of the above. O e.I only.

a. Using the data in the table below and calculate the following performance measures

calculate the following M-squared measureT-squared measure, andAppraisal ratio (information ratio) Fund  Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050   0.000   Out of the performance measures you calculated in part a., which one would you use undereach of the following circumstances:i. You want to select one of the funds as your risky portfolio.ii. You want to select one of the funds to be mixed with the rest of your portfolio,currently composed solely of holdings in the market-index fund.iii. You want to select one of the funds to form an actively managed stock portfolio

A) Calculate the Return on Investment (ROI) for each of the portfolio. B) Based on the required rate of return, determine the Residual Income (RI)for each of the portfolio. C) If King Bhd is to choose only ONE (1) portfolio to invest in, advise the management team based of your answer in (a).   Please provide a calculation for each of them.

It measures how much rate of return the fund manager/fund generates per unit of systematic risk (beta)? a.PSE b.Jensen Index    c.Treynor Index     d. Sharpe Index

Calculate : M-squared measureT-squared measure, andAppraisal ratio (information ratio) Fund  Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050   0.000

The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index. Fund Average Return Standard Deviation Beta A 25.7% 29% 1.3 S&P 500 17.9% 20% 1 Risk-free 3.8%     Calculate the M2 measure of performance for Fund A. Use the correct sign if the answer is negative!  Example: -1.23

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Question 1 Fill the parts in the above table that are shaded in yellow. You will notice that there are nineline items.  Question 2Using the data generated in the previous question (Question 1);a) Plot the Security Market Line (SML) b) Superimpose the CAPM’s required return on the SML c) Indicate which investments will plot on, above and below the SML? d) If an investment’s expected return (mean return) does not plot on the SML, what doesit show? Identify undervalued/overvalued investments from the graph

i need the answer quickly

The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index. Fund Average Return Standard Deviation Beta A 12.5% 25.4% 1.27 S&P 500 14% 6% 1 Risk-free 1.2%     Calculate the Sharpe measure of performance for Fund A.

To determine an optimal portfolio of investments when the available choices are divisible, the investment choices should first be ranked in increasing order based on which of the following? a. FW b. Initial investment c. IRR d. PW

a. Using the data in the table below alculate the following performance measures.i. Sharpe ratioii. Treynor measureiii. Jensen’s alphaiv. M-squared measurev. T-squared measure, andvi. Appraisal ratio (information ratio) Fund  Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050   0.000   b. Out of the performance measures you calculated in part a., which one would you use undereach of the following circumstances:i. You want to select one of the funds as your risky portfolio.ii. You want to select one of the funds to be mixed with the rest of your portfolio,currently composed solely of holdings in the market-index fund.iii. You want to select one of the funds to form an actively managed stock portfolio

Finance   Do not provide handwritten solution. Maintain accuracy and quality in your answer. Take care of plagiarism. Do not provide Excel Screet shot rather use tool table Answer completely.

a. Using the data in the table below and calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared measure v. T-squared measure, and vi. Appraisal ratio (information ratio) Average Standard Beta Unsystematic Fund Return Deviation Coefficient Risk A 0.240 0.800 0.900 0.220 0.017 B 0.200 0.170 0.450 C 0.380 0.290 0.400 0.290 1.200 0.074 0.260 0.180 1.100 0.026 E 0.900 0.121 F 0.460 0.190 0.180 0.153 0.120 0.320 1.100 G 0.250 0.700 Market 0.220 1.000 0.000 Risk-free return 0.050 0.000