In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 Fund −1.3 +25.0 +41.0 +12.0 +0.4 Market index −1.0 +17.0 +32.0 +11.3 −0.8 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.)

Solutions

Expert Solution

The following are the data inputs in spreadsheet:

The following are the obtained results in spreadsheet:

jeff jeffy answered 1 year ago

Next > < Previous

Related Solutions

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 Fund ?1.4 +24.3 +40.3 +11.3 +0.5 Market index ?0.8 +15.0 +31.3 +10.6 ?0.6 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 Fund −1.3 +24.2 +40.2 +11.2 +0.4 Market index −0.7 +14.0 +31.2 +10.5 −0.5 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each.

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the...

In 2011-2015, mutual fund manager, Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2011 2012 2013 2014 2015 Fund −1.5 +23.7 +41.6 +10.6 +0.6 Market index −0.6 +18.0 +31.1 +11.9 −0.4 Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal...

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of...

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4 5 Fund −1.4 +23.2 +41.1 +10.1 +0.5 Market index −0.6 +18.0 +30.6 +11.4 −0.4 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your...

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of...

n a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of...

n a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4 5 Fund −1.2 +23.4 +41.3 +10.3 +0.3 Market index −0.8 +15.0 +30.8 +11.6 −0.6 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your...

In a recent 5-year period, mutual fund manager Goldie Touch produced the following percentage rates of...

In a recent 5-year period, mutual fund manager Goldie Touch produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Calculate: the average return on both the fund and the index the standard deviation of the returns on each. Did Ms. Goldie Touch do better or worse than the market index on these measures? 1 2 3 4 5 Fund -1.2 +24.8 +40.7 +11.1 +0.3 Market Index -0.9...

Intro The following table shows rates of return for a mutual fund and the market portfolio...

Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B C 1 Year Fund Market 2 1 14% 13% 3 2 -24% -14% 4 3 -6% -7% 5 4 5% 28% 6 5 14% 8% 7 6 16% 8% Attempt 1/3 for 10 pts. Part 1 Regress the returns on the stock on the returns on the S&P 500. What is the beta of the fund, using the industry model...

A mutual fund manager expects his portfolio to earn a rate of return of 11 percent...

A mutual fund manager expects his portfolio to earn a rate of return of 11 percent this year. The beta of the portfolio is 0.8. If the market risk premium is 10 percent and the risk-free rate is 4 percent, is it a good idea to invest? How could you use a stock index fund (S&P 500 index) and risk-free fund (invested in T-bills) to create a portfolio with the same risk as the manager, but a higher return?

A mutual fund manager achieve 12.7% annual return during last year. Is it possible that this...

A mutual fund manager achieve 12.7% annual return during last year. Is it possible that this is associated with inferior performance?

Subjects