6. Following are the details of comparative returns of the two mutual funds schemes and market portfolio. Year fund Kotak growth Birla growth Market portfolio 2001 2002 2003 2004 2005 2222 20 28 22 25 29 6 30 27 8 15 20 25 6 93 25 Risk-free rate of return is 10%. Calculate Sharpe, Treynor's and Jensen's differential index for both the funds and for market portfolio. Rank their performance.
6. Following are the details of comparative returns of the two mutual funds schemes and market portfolio. Year fund Kotak growth Birla growth Market portfolio 2001 2002 2003 2004 2005 2222 20 28 22 25 29 6 30 27 8 15 20 25 6 93 25 Risk-free rate of return is 10%. Calculate Sharpe, Treynor's and Jensen's differential index for both the funds and for market portfolio. Rank their performance.
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
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Transcribed Image Text:6. Following are the details of comparative returns of the two mutual funds schemes and
market portfolio.
Year fund
Kotak growth
Birla growth
Market portfolio
2001
2002
2003
2004
2005
2222
20
28
22
25
29
6
30
27
8
15
20
25
6
93
25
Risk-free rate of return is 10%.
Calculate Sharpe, Treynor's and Jensen's differential index for both the funds and for market
portfolio. Rank their performance.
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