User Account

All Pages

What are the sharpe and treynor ratios for the fund

Assignment Help Finance Basics
Reference no: EM133073064

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97.

Year Fund Market Risk-Free

2011 -15.06 % -26.5 % 3 %

2012 25.1 19.7 5

2013 12.6 10.0 2

2014 6.6 7.6 4

2015 -1.32 -2.2 3

What are the Sharpe and Treynor ratios for the fund?

Reference no: EM133073064

Questions Cloud

Calculate the share capital and retained earnings balances : A company has the following transactions over its 4-year history: Calculate the Share Capital and Retained Earnings balances at the end of each year
Portfolio project : You will also need to propose relevant metrics that should be collected to ensure that the information governance program is effective.
What would be the cost of new equity : Question - Banyan Co.'s common stock currently sells for $30.75 per share. What would be the cost of new equity
Explain the impact of a decline in interest rates : 1. How Interest Rates Affect Bond Prices. Explain the impact of a decline in interest rates on:
What are the sharpe and treynor ratios for the fund : You have been given the following return information for a mutual fund, the market index, and the risk-free rate.
Compute the profitability index for the three projects : The treasurer of Madera Sunnyside Fruit Co. has projected cash flows of projects A, B and C as follows (in $1000).
Record the issuance of the bonds and warrants : After issuance, similar bonds were sold at 99, and the warrants had a fair value of $2.60. Record the issuance of the bonds and warrants
Cloud-based architecture : Describe why the company in the scenario would want to run a cloud environment. Determine which cloud service model you would use for that cloud.
Explain three different types of risk : Take a look at Coca-Cola's 2020 Annual Report on Canvas in the Module 1 materials. Identify and explain three different types of risk that Coca-Cola (a pretty b

Reviews

Write a Review

Finance Basics Questions & Answers

  Preferred stock valuation-farley inc

Farley Inc., has perpetual preferred stock outstanding that sells for a $30 a share and pays a dividend of $2.75 at the end of each year.

  The city will pay for the supplies from available

the city of upper falls accounts for its inventory using the purchases method. during the year the city bought 400000

  Terms of organizational costs

1) In terms of organizational costs, which of the following sequences is correct, moving from lowest to highest cost?

  What are a chief financial officerrsquos cfo two roles use

f1a. different financial institutions offer a variety of similar services but with different levels of competence. what

  Correlation between the returns of the two stocks

Problem: Based on the following information determine the covariance and correlation between the returns of the two stocks.

  What is the future value of a annuity payment over

What is the future value of a $580 annuity payment over six years if interest rates are 10 percent?

  General purpose for developing an elevator brief

What is the general purpose for developing an elevator brief"? What are the aspects of a company which should be addressed in an elevator brief?

  What is the beta for time stock

If the market portfolio has a standard deviation of 30.00%. What is the Beta for time stock?

  Acquisition announcement represented good

The daily CAPM market model coefficients for the firms are α = 0.05 and β = 0.8. Using the market model and the market-adjusted model, determine abnormal returns for the firm and thereby assess whether the acquisition announcement represented good..

  How much will lillia and ryan owe in prorated expenses

The seller has already paid $15,078.15 in property taxes for the coming year. How much will Lillia and Ryan owe in prorated expenses?

  Why the fed wished to lower long-term interest rates

In the aftermath of the subprime debt crisis, why the Fed wished to lower long-term interest rates?

  Discuss the role of universal basic uncome

Critically discuss the role of Universal Basic Uncome (UBI), demonstrate your argument for and aginst UBI.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd