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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![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%](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa7ea0907-4df7-4e43-b08a-db39d43ebf5b%2F4f892352-3f76-4bc0-993d-ecc9d2095041%2Fhdnahmw_processed.png&w=3840&q=75)
Transcribed Image Text: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%
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