The Performance Fund had returns of 19% over the evaluation period and the benchmark portfolio yielded a return of 17% over the same period.  Over the evaluation period, the standard deviation of returns from the Fund was 23% and the standard deviation of returns from the benchmark portfolio was 21%. Assuming a risk-free rate of return of 8%, which one of the following is the calculation of the Sharpe index of performance for the fund over the evaluation period? 0.3913 0.4286 0.4783 0.5238 0.5870

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Q: B 15.5% 20.2%

A: The coefficient of variation can be computed as follows :

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A:

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A:

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A: The obtained results are provided below after taking into consideration of step 2

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A: To Find: Coefficient of Variation Sharpe ratio jensen Index

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