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An analyst has gathered the following information about the performance of an equity fund and the S&P 500 index over the same time period.
Equity Fund S&P 500 Return 27% 29% Standard Deviation 33% 20% Beta 0.95 1.00 Risk-free rate is 4.00% The Treynor measure and the Sharpe ratio, in that order, for the S&P 500 are: A. 0.33 and 0.97. B. 0.25 and 1.25. C. 0.18 and 1.11. |