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...


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.



Average<br>Standard<br>return<br>deviation (%)<br>Fund<br>(%)<br>Beta<br>Market<br>34.95<br>Risk-free rate Fund<br>1.641<br>A<br>19.50<br>10.75<br>0.873<br>Fund B Fund<br>28.65<br>14.82<br>1.251<br>25.70<br>12.33<br>1.005<br>

Extracted text: Average Standard return deviation (%) Fund (%) Beta Market 34.95 Risk-free rate Fund 1.641 A 19.50 10.75 0.873 Fund B Fund 28.65 14.82 1.251 25.70 12.33 1.005

Jun 09, 2022
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