The following information on the performance of three funds A, B and C in Australia. Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results Average Standard Fund Beta Market Risk-free rate Fund A 0.873 Fund B 1.251 Fund C 1.005 4.95 1.64 9.50 8.65 5.70 return (%) deviation (%) 10.75 14.82 12.33
The following information on the performance of three funds A, B and C in Australia. Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results Average Standard Fund Beta Market Risk-free rate Fund A 0.873 Fund B 1.251 Fund C 1.005 4.95 1.64 9.50 8.65 5.70 return (%) deviation (%) 10.75 14.82 12.33
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
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Transcribed Image Text:The following information on the performance of three funds A, B and C in Australia. Calculate the
Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the
results
Average
Standard
deviation (%)
Fund
Beta
Market
Risk-free rate
Fund A
10.75
0.873
Fund B
14.82
1.251
Fund C
12.33
1.005
4.95
1.64
9.50
8.65
5.70
return
(%)
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