The Following Data Are Available Relating to the Performance of Wildcat

question 53

Multiple Choice

The following data are available relating to the performance of Wildcat Fund and the market portfolio: $$\begin{array} { | l | l | l | } \hline & \text { Wildeat } & \text { Market Portfolio } \\\hline \text { Average Return } & 18 \% & 15 \% \\\hline \text { Standard Deviation of Returns } & 25 \% & 20 \% \\\hline \text { Beta } & 1.25 & 1.00 \\\hline \text { Residual Standard Deviation } & 2 \% & 0 \% \\\hline\end{array}$$ The risk-free return during the sample period was 7%.
-Calculate Treynor's measure of performance for Wildcat Fund.

• A)1.00%
• B)8.80%
• C)44.00%
• D)50.00%
• E)none of the above

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Definitions:

T Helper Cells

A kind of T cell crucial to the immune system, it aids in activating B cells for antibody production and enables macrophages to eliminate consumed microorganisms.

Interleukin-1 Receptor

A type of protein that binds interleukin-1, playing a crucial role in mediating inflammatory responses.

IgA

An antibody essential to the immune function of mucosal surfaces.

Saliva and Tears

Bodily fluids produced by salivary and lacrimal glands, respectively, playing roles in digestion, oral health, and eye lubrication.