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

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

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