Solution-Calculate sharpe measure of fund performance

Calculate sharpe measure of fund performance

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Reference no: EM133111822

The following information relates to two investment funds (Mars and Venus) and the market index:

	Annual Return	Standard deviation of Return	Covariance of Return with Market
Mars	11%	28%	0.04
Venus	8%	25%	0.02
Market index	9%	22%
Risk-free rate	3%

Calculate Sharpe's measure of fund performance for Mars, Venus, and the market index. How have the two funds performed relative to the market index?

Reference no: EM133111822

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Calculate sharpe measure of fund performance

Reference no: EM133111822

Reference no: EM133111822

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