Exhibit 25-11 USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S) The last year's performance for four mutual funds is presented below. The market return was 10.70%, last year with a standard...

Exhibit 25-11

USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S)

The last year's performance for four mutual funds is presented below. The market return was 10.70%, last year with a standard deviation of 13.1% and the risk-free rate of return was 5%.

1. Refer to Exhibit 25-11. Compute the Sharpe Measure for the A fund.

1. Refer to Exhibit 25-11. Compute the Jensen Measure for the B fund.

1. Refer to Exhibit 25-11. Compute the Treynor Measure for the C fund.

1. Refer to Exhibit 25-11. Based on the Sharpe Measure, which portfolio preformed best?

1. Refer to Exhibit 25-11. Based on the Treynor Measure, which portfolio preformed best?