The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Market Sooner Portfolio 20% 11% 44% 19% 1.8 2.0% 1.0 0.0% The risk-free return during the sample period was 3%. What is the Sharpe measure of performance evaluation for Sooner Stock Fund?

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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00:41:47
The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:
Average return
Standard deviations of returns
Beta
Residual standard deviation
Market
Sooner Portfolio
20%
44%
1.8
2.0%
11%
19%
1.0
0.0%
The risk-free return during the sample period was 3%.
What is the Sharpe measure of performance evaluation for Sooner Stock Fund?
Transcribed Image Text:15 00:41:47 The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Market Sooner Portfolio 20% 44% 1.8 2.0% 11% 19% 1.0 0.0% The risk-free return during the sample period was 3%. What is the Sharpe measure of performance evaluation for Sooner Stock Fund?
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