The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index. Fund Average Return Standard Deviation Beta A 14% 24% 1.21 S&P 500 17.4% 19.4% 1 Risk-free 5.1% Calculate the Treynor measure of performance for the S&P 500. Convert percentages to decimal places before calculating your answer. ENTER your answer using FOUR DECIMAL places. Example: 1.2345

The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index. Fund Average Return Standard Deviation Beta A 14% 24% 1.21 S&P 500 17.4% 19.4% 1...

The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index.

Calculate the Treynor measure of performance for the S&P 500.

Convert percentages to decimal places before calculating your answer.

ENTER your answer using FOUR DECIMAL places.

Example: 1.2345

Jun 09, 2022