The fund is the entire risky portfolio

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Reference no: EM131999416

The Following Table describes how three Mutual Funds perform ed over a 5 year period: Mutual Fund Average Annual Return Beta Std. Dev. of Annual Ret. A 19.2% 1.20 24.7% B 15.8% 0.90 28.3% C 20.8% 1.32 26.5% Market Index 13.5% 20.6% Risk Free Asset 2.2% a. Compute The Sharpe Ratio, the Trey nor Measure & Jensen’s Alpha for each fund b. Which Fund exhibited the best performance over this period from the perspective of an Investor for whom the fund is the entire Risky portfolio?

Reference no: EM131999416

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