The following data are available relating to the performance of Long Horn Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Multiple Choice O O O 1.33% The risk-free return during the sample period was 6%. What is the Treynor measure of performance evaluation for Long Horn Fund ? 4.00% 8.67% 31.43% Long Horn 37.14% 19% 35% 1.5 3.0% Market Portfolio 12% 15% 1.0 0.0%

The following data are available relating to the performance of Long Horn Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Multiple Choice O O O 1.33% The risk-free return during the sample period was 6%. What is the Treynor measure of performance evaluation for Long Horn Fund ? 4.00% 8.67% 31.43% Long Horn 37.14% 19% 35% 1.5 3.0% Market Portfolio 12% 15% 1.0 0.0%

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

Problem 1PS

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