Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. you have been given the following return informati

You have been given the following return information for a mutual fund, the market index,...

80.2K

Verified Solution

Question

Finance

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .93.

Year Fund Market Risk-Free
2015 23.60 % 44.50 % 1 %
2016 25.10 21.50 3
2017 14.40 15.40 2
2018 7.00 9.20 6
2019 2.40 6.20 2

Calculate Jensens alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.)

Jensen's alpha

Information ratio

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: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

Problem 2.55. Consider the dihedral group D3 introduced in Problem 2.21. To give us a common...

Advance Math
Q

CSharp Simple BlackJack game Also known as 21. Two players (the user and computer) play against each...

Programming
Q

1. If a company cannot sell enough to break even, what are the options? All of these...

General Management
Q

Please answer them correctly. Here are 2 short problems. Please solve all 2 problems. I would...

Finance
Q

The loss of a keystone species can lead to to its abundance.O the Competitive Exclusion...

Biology
Q

On the rotating disc A of mass M another disc 15 ME M of same...

Physics
Q

For f(x)=x +6 and g(x)=x-9, find the following functions.a. (fog)(x); b. (gof)(x); c. (fog)(4); d....

Algebra
Q

Mr. and Mrs. Coulter have four dependent children, ages 1, 4,...

Accounting
Q

Question 1 (50 points) Flower Company was established on January 1, 2015. Along with other...

Accounting
Q

The Cheyenne Hotel in Big Sky, Montana, has accumulated records of the total electrical costs...

Accounting
Q

for business Firmis A,B, and C were all selling 1,000 cups of...

Accounting
Q

Randy sold his rental property during the tax year. What form would he use to...

Accounting