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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 __________.


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