The following data are available relating to the performance of Long Horn Stock Fund and...
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The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio Market Portfolio 12% 115% Long Horn 19% 35% Average Return Standard Deviation of Returns 1.5 Beta Residual Standard Deviation 13.0% The risk-free return during the sample period was 6%. Calculate the information ratio for Long Horn Stock Fund. 096 a. 37.14 b. 1.33 c. 31.43 d. 8.67 e.4.00 The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio Market Portfolio 12% 115% Long Horn 19% 35% Average Return Standard Deviation of Returns 1.5 Beta Residual Standard Deviation 13.0% The risk-free return during the sample period was 6%. Calculate the information ratio for Long Horn Stock Fund. 096 a. 37.14 b. 1.33 c. 31.43 d. 8.67 e.4.00
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