• Annual returns for three funds and a market index are given below: Fund A 17.1 28.1 Beta(Bp) 1.20 Rp Op Fund B 14.5 19.7 0.92 Fund C 13 22.8 1.04 Rm 11 20.5 1.00

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
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Calculate the returns as per sharpe's, treynor and jensen performance measures and comment on the best investment 

Illustration 2
Annual returns for three funds and a market
index are given below:
Fund A Fund B
17.1
14.5
28.1
19.7
Beta(Bp) 1.20
0.92
Risk free rate= 8.6%
Required: Performance evaluation of the 3 funds
Rp
Op
Fund C
13
22.8
1.04
Rm
11
20.5
1.00
Transcribed Image Text:Illustration 2 Annual returns for three funds and a market index are given below: Fund A Fund B 17.1 14.5 28.1 19.7 Beta(Bp) 1.20 0.92 Risk free rate= 8.6% Required: Performance evaluation of the 3 funds Rp Op Fund C 13 22.8 1.04 Rm 11 20.5 1.00
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