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The Average Returns, Standard Deviations and Betas for Three Funds

question 21

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The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%. The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%.   -You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation.The fund with the highest Sharpe measure of performance is __________. A)  Fund A B)  Fund B C)  Fund C D)  indeterminable
-You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation.The fund with the highest Sharpe measure of performance is __________.


Definitions:

Predetermined Time Standards

Established benchmarks for the time required to complete specific tasks, used for planning and evaluating productivity.

Performance Ratings

Evaluations of an individual's or entity's achievements or output against predefined standards or objectives.

Standard Setting

The process of establishing benchmarks, norms, or levels of quality that products, services, or competencies should meet or exceed.

Work Sampling

A statistical technique used to estimate the proportion of time spent by workers on various activities, through random observations over a period.

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