Compute the re ward to variability ratio for kim national

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1. Kim National, a mutual fund, has earned an annual return of 16 percent with a standard deviation of 10 percent over a historical period. Over the same historical period, the risk-free rate was 6 percent. Compute the re ward to variability ratio for Kim National.

2. For Kim National in the previous problem, the annual return on the market portfolio over the same period was 15 percent, and the standard deviation was 6 percent. Did Kim outperform the market?

Reference no: EM131535128

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