Examlex

Solved

The Following Data Are Available Relating to the Performance of Tiger

question 6

Multiple Choice

The following data are available relating to the performance of Tiger Fund and the market portfolio: Tiger  Market  Portfolio  Average return 18%15% Standard deviations of returns 25%20% Beta 1.251.00 Residual standard deviation 2%0%\begin{array}{lcc} & \text {Tiger } & \text { Market } \\ &&\text { Portfolio }\\\text { Average return } & 18 \% & 15\% \\\text { Standard deviations of returns } & 25\% & 20\% \\\text { Beta } & 1.25 & 1.00 \\\text { Residual standard deviation } &2 \% & 0 \%\end{array}
The risk-free return during the sample period was 7%.
Calculate Jensen's measure of performance for Tiger Fund.


Definitions:

Swimming

The act of moving through water by using the arms, legs, and body in motions such as strokes and kicks.

Biological Need

Fundamental requirements for human survival and well-being, such as food, water, shelter, and sleep.

Conformity Springs

Likely not a recognized term; NO.

Public and Private

Distinguishing between the domains of societal, governmental interaction and individuals' personal life.

Related Questions