Compare market performance

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VM Fund invests exclusively in private sector undertaking, yielded rs 9.70 per unit for the year .The opening NAV was rs 53.7. The fund was a total risk factor of 4.50% and beta 1.1 .Ascertain the sharpe ratio ,Treynor ratio and Jensen's Alpha and compare market performance if (i) Risk free return is 7% if return on sensex is 16% with a standard deviation of 4.75 % (ii) risk free return is 6%, return on sensex is 19% with standard deviation of 6%

Reference no: EM132555243

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