Solution-Find the sharpe ratio and return of the fund

Find the sharpe ratio and return of the fund

Reference no: EM133113948

Question - The risk measures of a fund are: Beta of the portfolio 1.3, volatility of the results 5%, tracking-error 4. The return on the risk-free asset is 2% and that Treynor's ratio is 10. Find the Sharpe Ratio and Return of the fund and Information ratio.

Reference no: EM133113948

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Find the sharpe ratio and return of the fund

Reference no: EM133113948

Reference no: EM133113948

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