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Question 7 Consider the following data for these funds. Non- Average Standard Beta systematic Fund...

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Question 7 Consider the following data for these funds. Non- Average Standard Beta systematic Fund Return Deviation Coefficient Risk Alpha 28.00% 27.00% 1.7000 5.00% Omega 31.00% 26.00% 1.6200 6.00% Omicron 22.00% 21.00% 0.8500 2.00% Millennium 40.00% 33.00% 2.5000 27.00% Big Value 15.00% 13.00% 0.9000 3.00% Momentum Watcher 29.00% 24.00% 1.4000 16.00% Big Potential 15.00% 11.00% 0.5500 1.50% S & P Index Return 20.00% 17.00% 1.0000 0.00% T-Bill Return 6.00% 0.0000 Calculate: the govs sri lubis 6 no botad nosa A 101 Sharpe, Treynor, Jenson, M?, T2 and Information ratio for these funds and rank the funds according to the performance measures. A to man ant scogque du [Total of Question 7: 15 marks] DES ow.pints

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