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