User Account

All Pages

Calculate the performance measures of each of the funds a b

Assignment Help Finance Basics
Reference no: EM13584241

The following data are available relating to the performance of CSF Equity Fund and the market portfolio:

 

Fund A

Fund B

Fund C

Market Portfolio

Average return

18%

12%

30%

15%

Standard deviation

25%

15%

30%

20%

Beta

1.25

0.6

2.5

 

The risk-free return during the sample period was 5%.

1. Calculate the performance measures of each of the funds (A, B, and C) using Sharpe's, Treynor's, and Jensen's measures. Rank the results for each of the funds.

2. Identify the fund(s) that outperformed the market using the Sharpe's ratio and Treynor's measure, respectively.

3. Are the rankings consistent? Explain any inconsistency.

Reference no: EM13584241

Questions Cloud

Select an article from a magazine or newspaper that has : select an article from a magazine or newspaper that has something in it that pertains to biology. for instance you can
On june 11 two years ago gia sold land with a cost of 15000 : on june 11 two years ago gia sold land with a cost of 15000 for 45000. gia collected 20000 initially and is scheduled
The following data summarizes the historical demand for a : the following data summarizes the historical demand for a productmonthnbspnbspnbspnbsp actual
Explain why companies may still rely on mail in surveys : 1.explain the potential challenges faced in an online focus group.2.explain why companies may still rely on mail in
Calculate the performance measures of each of the funds a b : the following data are available relating to the performance of csf equity fund and the market portfolionbspfund afund
What is the chance that the scientists first successful : a scientist attempts to perform a difficult experiment. she is successful in about 80 of her attempts. she attempts the
Patricia exchanges office equipment with an adjusted basis : patricia exchanges office equipment with an adjusted basis of 20000 for 5000cash and office equipment with a fmv of
Draw a product possibilities curve for automobiles and : 1. here is the production possibilities table for war goods and civilian
The spot price of euro is 13000 and the one-year forward : suppose the us dollar and euro interest rate for the next one year are 1.5 and 2 respectively. both are annually

Reviews

Write a Review

Finance Basics Questions & Answers

  What is the value of a bond that matures in 20 years makes

what is the value of a bond that matures in 20 years makes anannual coupon payment of 40 and has a par value of 1000?

  Explain decision making on the basis of the net present

Explain decision making On the basis of the net present value criterion and annual expenses of feeding and housing the baboon would be $4,000

  What price would you be willing to pay for a share of acap

Suppose instead you plan to hold the stock for one year. What price would you expect to be able to sell a share of Acap stock for in one year?

  Calculate the net annual benefit of the proposed

A permanent working capital investment of $60,000 is expected to produce an annual after-tax cash inflow of $18,000 for many years and has a cost of capital of 12%. Calculate the net annual benefit of the proposed permanent working capital investm..

  The costs of goods sold

A company had the following data for the most recent year (in millions). The new CFO believes that the company could improve its working capital management sufficiently to bring its NWC and CCC up to the benchmark companies' level without affe..

  You are given the following information for calvani pizza

you are given the following information for calvani pizza co. sales 51000 costs 21700 addition to retained earnings

  Multilateral and regional financial institutions

How do multilateral and regional financial institutions promote global business? How do global companies protect themselves against foreign exchange risk and other financial risks?

  Find the market price of the stock

Executive Chalk is financed solely through common stock and has outstnading 25 million shares with a market price of $10 a share. It now announces that it intends to issue $160 million of debt & to use proceeds to buy back common stock.

  Financial mangers make decisions today that will affect the

assignment 1 discussion questionfinancial mangers make decisions today that will affect the firm in the future.nbsp the

  What two possible reasons could cause the required return

What two possible reasons could cause the required return to differ from the coupon interest rate?

  Make an amortization schedule

On January 1, Year 1, a company issued $200,000 bonds and received $210,483 from investors. The stated rate of interest is 10% and the market rate of interest is 8 percent.

  Normal 0 false false false en-us x-none

normal 0 false false false en-us x-none x-none

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