Refer to the Performance Data for Three Mutual Funds and the Market

question 96

Multiple Choice

Refer to the performance data for three mutual funds and the market portfolio in the following table. Which is the best investment based on its excess return per unit of systematic risk? $$\begin{array} { | c | c | c | c | c | c | } \hline & \text { AGF } & \text { AIM } & \text { Alta } & \text { Market } & \text { Risk-free } \\\hline \text { 5 year return } & 0.1348 & 0.0784 & 0.0574 & 0.1361 & 0.02 \\\hline \text { Beta } & 1.35 & 1.02 & 0.78 & 1 & 0 \\\hline \text { Treynor Index } & ? & 0.0573 & 0.0479 & 0.1161 & \\\hline\end{array}$$

• A)AGF
• B)AIM
• C)Alta
• D)Market
• E)Risk-Free

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