Calculate :  M2 measure T2 measure Information Ratio (appraisal ratio) Fund  Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050   0.000

The _______________ the coefficient of variation, the ______ the risk. a. higher; lower b. more stable; higher c. lower; higher d. lower; lower

coefficient variation=.55 positive coeficient of correlation =.20 expected value=$1200 What does standard deviation equal?

Assuming that the rates of return associated with a given asset investment are normally distributed; that the expected​ return, r​, is 18.7​%; and that the coefficient of​ variation, CV​, is 1.88​, answer the following​ questions:   a. Find the standard deviation of​ returns, sigma Subscript rσr. b. Calculate the range of expected return outcomes associated with the following probabilities of​ occurrence: (1)​ 68%, (2)​ 95%, (3)​ 99%.