What is the treynor measure and ranking

Reference no: EM13907670

Fund Return	Standard Deviation	Beta
A 14	6	1.5
B 12	4	0.5
C 16	8	1.0
D 10	6	0.5
E 20	10	2

1. For the above data, what is the Treynor measure and ranking?

2. For the above data, what is the differential return if the market return is 13%, the standard deviation of return is 5%, and standard deviation is the appropriate measure of risk?

Reference no: EM13907670

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