Following information is given in respect of three Mutual Funds and Market:
|
Mutual |
Average |
Std. |
Beta |
|
Funds |
Return |
Deviation |
|
|
A |
12 |
18 |
1.1 |
|
B |
10 |
15 |
0.9 |
|
C |
13 |
20 |
1.2 |
|
Market |
11 |
17 |
1.0 |
The mean risk-free rate 6%. Calculate the Treynor’s measure and Sharpe’s measure and rank the portfolios.
2 Comments