IAPM Sum # 14


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The details about Mutual fund and Market Portfolio are as follows:

Mutual Fund

Market

Average Rate of Return

22%

20%

Standard Deviation of Return

16%

14%

Beta

1.20

1.00

Risk free Return

12%

12%

Compare the portfolio performance of Mutual Fund as well as market using Sharpe’s and Treynor’s Index.

 


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