Solution-Treynor measure for performance evaluation

Treynor measure for performance evaluation

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Reference no: EM133071395

You want to evaluate three mutual funds using the Treynor measure for performance evaluation. The risk-free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, in addition to information regarding the S&P 500 index.

	Average Return	Standard Deviation	Beta
Fund A	13%	10%	0.5
Fund B	19%	20%	1.0
Fund C	25%	30%	1.5
S&P 500	18%	16%	1.0

The fund with the highest Treynor measure is __________.

Reference no: EM133071395

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Treynor measure for performance evaluation

Reference no: EM133071395

Reference no: EM133071395

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