Consider the following information for a mutual fund, the market index, and the risk-free rate. You...

Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.89. Year Fund Market Risk-Free 2008 -21.2 % -40.5 % 2 % 2009 25.1 21.1 4 2010 14 14.2 2 2011 6.2 8.8 4 2012 -2.16 -5.2 3 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Round your Jensen’s alpha answer to 2 decimal places & Information ratio answer to 4 decimal places. Omit the "%" sign in your response.)

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jeff jeffy answered 8 months ago

Consider the following information for a mutual fund, the market index, and the risk-free rate. You...

Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.87. Year Fund Market Risk-Free 2008 -14.85 % -29.5 % 3 % 2009 25.1 20 5 2010 12.9 10.9 2 2011 7.2 8 5 2012 -1.5 -3.2 3 Calculate Jensen’s alpha for the fund, as well as its information ratio. Jensen's Alpha Information Ratio How do I work through this using...

Problem 13-19 Consider the following information for a mutual fund, the market index, and the risk-free...

Problem 13-19 Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year Fund Market Risk-Free 2008 –15.06 % –26.5 % 3 % 2009 25.1 19.7 5 2010 12.6 10.0 2 2011 6.6 7.6 4 2012 –1.32 –2.2 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .95. Year Fund Market Risk-Free 2015 −23.00 % −43.50 % 3 % 2016 25.10 21.40 5 2017 14.30 15.10 2 2018 6.80 8.80 6 2019 −2.34 −5.20 2 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.91. Year Fund Market Risk-Free 2011 –17.00 % –33.50 % 2 % 2012 25.10 20.40 6 2013 13.30 12.10 2 2014 6.40 8.00 5 2015 –1.74 –3.20 3 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .95. Year Fund Market Risk-Free 2015 −23.00 % −43.50 % 3 % 2016 25.10 21.40 5 2017 14.30 15.10 2 2018 6.80 8.80 6 2019 −2.34 −5.20 2 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year Fund Market Risk-Free 2015 −18.2 % −35.5 % 2 % 2016 25.1 20.6 5 2017 13.5 12.7 2 2018 6.8 8.4 6 2019 −1.86 −4.2 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Year Fund Market Risk-Free 2011 –18.8 % –36.5 % 1 % 2012 25.1 20.7 6 2013 13.6 13.0 2 2014 7.0 8.4 6 2015 –1.92 –4.2 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. Year Fund Market Risk-Free 2011 –15.20 % –30.50 % 3 % 2012 25.10 20.10 4 2013 13.00 11.20 2 2014 7.40 8.00 5 2015 –1.56 –3.20 2 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year Fund Market Risk-Free 2015 -16.4% -32.5% 3% 2016 25.1 20.3 4 2017 13.2 11.8 2 2018 6.2 8.0 5 2019 -1.68 -3.2 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)...

You have been given the following return information for a mutual fund, the market index, and...

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year Fund Market Risk-Free 2015 −15.2 % −30.5 % 3 % 2016 25.1 20.1 4 2017 13.0 11.2 2 2018 7.4 8.0 5 2019 −1.56 −3.2 2 What are the Sharpe and Treynor ratios for the fund? Sharpe= Treynor=

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Consider the following information for a mutual fund, the market index, and the risk-free rate. You...

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