- Can Someone Please Help Me With This 1 (34.51 KiB) Viewed 30 times
CAN SOMEONE PLEASE HELP ME WITH THIS
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answerhappygod
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CAN SOMEONE PLEASE HELP ME WITH THIS
CAN SOMEONE PLEASE HELP ME WITH THIS
b) 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. (4 marks) Average Standard deviation (%) Fund Market Risk-free rate Fund A 10.75 Fund B 14.82 Fund C 12.33 4.95 1.64 9.50 8.65 5.70 return (%) Beta 0.873 1.251 1.005
b) 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. (4 marks) Average Standard deviation (%) Fund Market Risk-free rate Fund A 10.75 Fund B 14.82 Fund C 12.33 4.95 1.64 9.50 8.65 5.70 return (%) Beta 0.873 1.251 1.005