IINV4 4c Consider the following funds and the market portfolio: Bell Fund Cloche Fund Tintinnabulum Fund Market Portfolio Average return 18% 12% 30% 15% Standard deviation 25% 15% 30% 20% Beta 1.25...


IINV4 4c


Consider the following funds and the market portfolio:




































Bell Fund



Cloche Fund



Tintinnabulum Fund



Market Portfolio



Average return



18%



12%



30%



15%



Standard deviation



25%



15%



30%



20%



Beta



1.25



0.6



2.5






 The risk-free return during the sample period was 5%.


Rankings:
































Particulars




Bell Fund




Cloche Fund




Tintinnabulum Fund




Sharpe Ratio



2



3



1




Treynor Ratio



2



1



3




Jensen's Alpha



2



3



1




Are the rankings consistent? Explain any inconsistency.



Jun 04, 2022
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