The Following Data Are Available Relating to the Performance of Sooner

question 33

Multiple Choice

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: $\begin{array}{lcc} & \text { Sooner } & \text { Market } \\&&\text { Portfolio }\\\text { Average return } & 20 \% & 11\% \\\text { Standard deviations of returns } & 44\% & 19\% \\\text { Beta } & 1.8 & 1.0 \\\text { Residual standard deviation } & 2.0 \% & 0.0 \%\end{array}$
The risk-free return during the sample period was 3%.
What is the Treynor measure of performance evaluation for Sooner Stock Fund?

• A) 1.33%
• B) 4.00%
• C) 8.67%
• D) 9.44%
• E) 37.14%

---

Definitions:

Auscultate

The process of hearing the body's internal noises, usually with the help of a stethoscope, during a medical check-up.

Noncontinent Urinary Diversion

A surgical procedure creating a way for urine to exit the body through a new pathway or stoma not controlled by the individual.

Mucus Shreds

Fragments of mucus, which may appear in stool or bodily excretions, often indicating inflammation or infection within the gastrointestinal tract.

Urine

A liquid by-product of metabolism in humans and many animals, expelled from the body through urination.