Based on the following output from Index Model regression for fund XYZ, please answer the following questions. Standard Error = 0.452 Intercept = 0.23 (p-value 0.02) X Variable = 0.94 (p-value O.00001) %3D

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Based on the following output from Index
Model regression for fund XYZ, please
answer the following questions.
Standard Error = 0.452
Intercept = 0.23 (p-value 0.02)
%3D
X Variable = 0.94 (p-value 0.00001)
You are given sufficient information to
calculate which of the following?
а.
Treynor measure
b.
-M2 measure
Sharpe ratio
С.
d.
Information ratio
Transcribed Image Text:Based on the following output from Index Model regression for fund XYZ, please answer the following questions. Standard Error = 0.452 Intercept = 0.23 (p-value 0.02) %3D X Variable = 0.94 (p-value 0.00001) You are given sufficient information to calculate which of the following? а. Treynor measure b. -M2 measure Sharpe ratio С. d. Information ratio
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