Details of this Paper

FIN - Two mutual funds (Papa and Mama) Solution

Description

solution


Question

Question;You have been given the following return information for two;mutual funds (Papa and Mama), the market index, and the risk-free rate.Year Papa Fund Mama Fund Market Risk-Free 2008 -12.60% -22.6 -24.50% 1% 2009 25.40% 18.50% 19.50% 3% 2010 8.50% 9.20% 9.40% 2% 2011 15.50% 8.50% 7.60% 4% 2012 2.60% -1.20% -2.20% 2%;Calculate the Sharpe ratio, Treynor ratio, Jensen?s alpha;information ratio, and R-squared for both funds and determine which is the best;choice for your portfolio.="msonormal">

 

Paper#48773 | Written in 18-Jul-2015

Price : $24
SiteLock