The following data are available relating to the performacne of Long Horn Stock Fund and the market portfolio: Long Horn Market Portfolio Average return 19% 12% Standard Deviation of returns 35% 15% Beta 1.5 1.0 Residual standard deviation 3.0% 0.0% The risk-free return during the sample period was 4%. A. What is the sharpe measure of performance evaluation for long horn stock fund? B. What is the treynor measure of performance evaluation for long horn stock fund? C. Calculate the jensen measure of performance evaluation for long horn stock fund.
The following data are available relating to the performacne of Long Horn Stock Fund and the market portfolio:
Long Horn Market Portfolio
Average return 19% 12%
Standard Deviation of returns 35% 15%
Beta 1.5 1.0
Residual standard deviation 3.0% 0.0%
The risk-free return during the sample period was 4%.
A. What is the sharpe measure of performance evaluation for long horn stock fund?
B. What is the treynor measure of performance evaluation for long horn stock fund?
C. Calculate the jensen measure of performance evaluation for long horn stock fund.
D. Calculate the information ratio of performance evaluation for long horn stock fund.
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