Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. the following information on the performance of th

The following information on the performance of three funds A, B and C in Australia....

60.1K

Verified Solution

Question

Finance

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.

Fund average return % standard deviation% Beta
Market 34.95 - -
Rish-free rate fund 1.641 - -
a 19.59 10.75 0.873
Fund B fund 28.65 14.82 1.251
c 25.70 12.33 1.005

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

Instruction: Read the case study related to East Coast Yachts and complete the following tasks. After Dan’s...

Finance
Q

Design and draw the final cross section of a one-way reinforced concrete slab for the inside of...

Civil Engineering
Q

Assume Raoult's Law applies to a binary mixture of water and methanol at 70 C. a) Which...

Chemistry
Q

Mr.XXXXXX is planning to construct a 3 storey apartment building in Muscat area, what are the drawings...

Civil Engineering
Q

Based on this course lectures, our previous F2F answer the following questions: 1. Why is it a must...

General Management
Q

The center of a circle is at (-3, 1) and its radius is 9. What...

Basic Math
Q

Assume that the functions f and g are differentiable Find the derivative using the table...

Calculus
Q

On May 31, the Cash account of Bottle's R US had a normal balance of...

Accounting
Q

Selected condensed data taken from a recent balance sheet of Heidebrecht Inc. are as follows....

Accounting
Q

agents are paid a sales commission of 15% for all items sold. Barbara Cheney,...

Accounting
Q

What are the main stages of a utilitarian analysis of how a business should ensure...

Accounting
Q

The table below shows the expenses and payments for 8 months on a credit card...

Finance