Please solve question 1 and 2. The following data are available relating to the performance of High Variance Stock Fund and the market portfolio High Variance Market Portfolio 19% Average Return Standard Deviation of Returns 12% 35% 15% Beta 1.5 1.0 Residual standard deviation 3.0% 0.0% The risk-free return during the sample period was 6%. (1) Evaluate the performance of the High Variance Stock Fund relative to the market portfolio in terms of the Sharpe measure, the Treynor measure, the Jensen measure of performance evaluation, and the information ratio. (2) Comment on your findings, stating the investment situations in which each measure is the most appropriate measure

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