Use the following data to answer the question regarding the performance of Guardian Stock Fund and the market portfolio. The risk- free return during the sample period was 5%. Average return Standard deviation of returns. Beta Residual standard deviation Guardian 148 26% 1.2 0.75 X 48 > Answer is complete but not entirely correct. Information ratio Market Portfolio Calculate the information ratio measure of performance for Guardian Stock Fund. (Round your answer to 2 decimal places. Do not round intermediate calculations.) 10% 21% 1 0%

Essentials Of Investments
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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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it's not .80, .75, .35 or any number .10 - 1.0

Use the following data to answer the question regarding the performance of Guardian Stock Fund and the market portfolio. The risk-
free return during the sample period was 5%.
Average return
Standard deviation of returns
Beta
Residual standard deviation
Guardian
14%
26%
1.2
0.75 X
4%
Calculate the information ratio measure of performance for Guardian Stock Fund. (Round your answer to 2 decimal places. Do not
round intermediate calculations.)
Answer is complete but not entirely correct.
Information
ratio
Market Portfolio
10%
21%
1
0%
Transcribed Image Text:Use the following data to answer the question regarding the performance of Guardian Stock Fund and the market portfolio. The risk- free return during the sample period was 5%. Average return Standard deviation of returns Beta Residual standard deviation Guardian 14% 26% 1.2 0.75 X 4% Calculate the information ratio measure of performance for Guardian Stock Fund. (Round your answer to 2 decimal places. Do not round intermediate calculations.) Answer is complete but not entirely correct. Information ratio Market Portfolio 10% 21% 1 0%
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