homework 6

QUESTION – QUESTION

1.Use the following data that is in a spreadsheet called “Fund Returns for Class 6.xlsx” on Canvas. Calculate the following:

a.Beta

b.Jensen’s alpha

c.Sharpe ratio for fund and benchmark

d.Treynor ratio for fund and benchmark

e.Tracking error

f.Based on the above risk measures, how would you compare the risk of the fund compared to the benchmark?

g.Do you think the fund outperformed or underperformed after adjusting for risk?

Place an order in 3 easy steps. Takes less than 5 mins.

0 replies

Want to join the discussion?
Feel free to contribute!

📝 Complete the order form and upload all of your files, including any instructions, rubrics, or other materials provided by your instructor.

📝 Complete the order payment after filling in the order form. We’ll receive your order and assign it to a writer.

📝 The assigned writer will complete your paper and forward it to our Editing Team for review and approval.

📝 Once approved by the editor, the completed paper will be uploaded to your account for you to download, review, and approve.