What are the sharpe measure and m2 measure for the fund

Reference no: EM133326422

Question: Over the past 5 years the average monthly return on the market portfolio has been 0.9% with a 1.2% standard deviation. The average monthly risk free rate has been 0.1%. The average monthly returns and standard deviation of returns for illini investment funds has been 1.0% and 1.0% respectively. The covariance of the illini investment fund's returns with the market is .00022. What are the sharpe measure and m2 measure for the fund?

Reference no: EM133326422

Questions Cloud

Challenges titus faced while shepherding church in crete : Summarize the various challenges that c. Which of these challenges relate to challenges that today's modern church or today's modern Christian faces?

Example of what a financial analyst should look for : FIN 335 California State University, Fullerton Explain why an investor or lender should take caution and time to fully review and analyze corporate financial

Why is refugee narrative important according to professor : Why is the "refugee narrative" important according to Professor Vinh Nguyen? Why might it be important to create public space for self-representation

Should you invest in the common shares of trenton : Should you invest in the common shares of Trenton or the common shares of Bellville? Explain and support your answer with calculations

What are the sharpe measure and m2 measure for the fund : FINA 223 George Washington University The covariance of the illini investment fund's returns with the market is .00022. What are the sharpe measure

How you believe human creative expression can impact issues : Explain how you believe human creative expression can impact issues we deal with in the present day (contemporary to your coursework, not the future scenario

Analysis of religious faith : Wilhelm Weitling thinks that it is possible to combine communism and Christianity, and in chapter of his book, he gives an analysis of religious faith, hope.

Concepts of being materialist and being materialistic : Explain what he means by this, being sure to distinguish between the concepts of being "materialist" and being "materialistic."

What would the market price be for the bond : The total annual coupon is $70. If the market rate of interest for this bond moves to 5% exactly one year after issue, what would the market price be

User Account

All Pages