INV4 4a. 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...

INV4 4a.

Consider the following funds and the market portfolio:

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

Using Sharpe’s, Treynor’s, and Jensen’s measures, rank the results for each of the funds.