The Following Data Are Available Relating to the Performance of Sooner

question 60

Multiple Choice

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:

The risk-free return during the sample period was 3%.
Calculate the information ratio for Sooner Stock Fund.

• A) 1.53
• B) 1.30
• C) 8.67
• D) 31.43
• E) 37.14

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