What is the sharpe and treynor ratio

Assignment Help Financial Management
Reference no: EM131176765

Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year Fund Market Risk-Free 2008 –14.85 % –29.5 % 3 % 2009 25.1 20.0 5 2010 12.9 10.9 2 2011 7.2 8.0 5 2012 –1.50 –3.2 3 what is the sharpe and treynor ratio?

Reference no: EM131176765

Questions Cloud

The contractor submits termination inventory schedule : If a subcontractor accepts an indemnification clause which provides that he is liable to the prime contractor for any reduction in the prime contract price arising out of defective data which he furnishes, the clause should contain provisions which: ..
Define ethics within the context of criminal justice : Define ethics within the context of criminal justice. Compare ethics in law versus real life. Examine the need for equal treatment of all people in the criminal justice system.
Review of e-learning materials : Is this contribution clearly expressed - Does this contribution enrich the learning of other students and
What is your current understanding of interagency relation : What is your current understanding of the fundamentals of interagency relationships? Explain. What benefits do you think can be realized through effective interagency relationships? Explain.
What is the sharpe and treynor ratio : Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Consider the following information for a mutual fund, the market index, ..
What are the current carried by the wire : a current carrying gold wire has diameter 0.84mm. The electric field in the wire is 0.49 V/m.
What expectations the mayor might have as to the expertise : When listing each partner, describe his, her, or its value to the commission and what expectations the mayor (and others) might have as to the expertise, capabilities, resources, or anything else an individual or agency might contribute.
Increases free cash flows to the firm : Which of the following increases free cash flows to the firm (both equity and debt)?
How might you assist the employees in the technical training : Cindy is seeking confirmation that you have a plan on how to assist Maria, to ensure that she benefits from the training as greatly as the other trainees do. What can you do? Hire an interpreter? Coach Maria? Attempt to train a coach to work with ..

Reviews

Write a Review

Financial Management Questions & Answers

  What cash flows can an investor expect

Given a MPT with a starting pool balance of $1,000,000, whose underlying collateral is a group of 10 year FRMs with annual payments, interest rate on the underlying mortgages=10%, servicing fees=0.5%, and prepayment projected to be 10% annually, what..

  Funds to pay cash for the entire expansion project

Winston Enterprises would like to buy some additional land and build a new factory. The anticipated total cost is $148.17 million. The owner of the firm is quite conservative and will only do this when the company has sufficient funds to pay cash for..

  Using net present value when evaluating projects

Green Landscaping, Inc. is using net present value (NPV) when evaluating projects. Green Landscaping’s cost of capital is 10.97 percent. What is the NPV of a project if the initial costs are $1,466,210 and the project life is estimated as 10 years? T..

  What is the dollar amount of costly trade credit the firm

Taylor Textbooks Inc. buys on terms of 1/12, net 59 days. It does not take discounts, and it typically pays on time, 59 days after the invoice date. Net purchases amount to $550,000 per year. On average, what is the dollar amount of costly trade cred..

  Find the weighted average cost of capital

Salem Company has the following capital structure: 4.0 million shares of stock, selling at $29 each, with β = 1.3; zero-coupon bonds with face amount $65 million, maturing in 8 years, with yield to maturity 7.0%; and 700,000 shares of preferred stock..

  Mutch uses the perpetual inventory system

On October 1m Mutch Company sold merchadise in the amount of $5,800 to Carr Company, with credit terms of 2/10,n/30. The cost of the items sold is $4,000. Mutch uses the perpetual inventory system. On October 4, Carr returns some of the merchandise. ..

  How will the culture of the organization impact the

part ifor this part you must write 4 ndash 6 paragraphs about the capital budget items needed for a start up

  What is the expected return on portfolio

You own a portfolio that has $1,500 invested in Stock A and $3,550 invested in Stock B. If the expected returns on these stocks are 9 percent and 15 percent, respectively, what is the expected return on the portfolio?

  Personal tax bracket-twin memorial bonds

Karen Smith is in the 40 percent personal tax bracket. She is considering investing in HCA (taxable) bonds that carry a 12 percent interest rate. Suppose that Twin Memorial Hospital has issued tax-exempt bonds that have an interest rate of 6 percent...

  Colleague who had no prior experience with statistics

One part of the chapter defines the terms MAE, MSE, and MAPE. What do these letters represent? How would you describe the general purpose of these metrics to a friend or colleague who had no prior experience with statistics? Which, if any, of these i..

  Determine your net return after taxes and inflation

You purchased 1000 shares of stock in Cumberland Software for $3 per share on January 1, 2006. Over the next four years you received 7 cents per share annually in dividends. On December 31, 2009 you sell all your shares of Cumberland Software for $16..

  If the spot yield curve is flat

If the spot yield curve is flat, that is, the rate for all maturities are the same, does it mean that the Forward curve will also be flat? Explain the reason for your answer.

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!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd