Compute the cumulative 6-years return for the following earReturn2005-11.1%200616.8%20072.1%200811.0%2009 Group of answer choices 18.57% 23.89% 4.08% 3.64%
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- The Solace Fund Burrfoot Enterprises Majere Brothers Incorporated Uth Matar Limited Lance Medical Supplies Burrfoot Enterprises Majere Holdings Uth Matar Limited Lance Medical Supplies Total Fund Performance Holding Period Return 58.33% 22.61% -6.95% 5.75% =B5*C5 Required: Using the information in the tables above, please calculate the contribution each stock makes to the portfolio performance. Then calculate overall portfolio performance. (Use cells A3 to C6 from the given information to complete this question.) The Solace Fund Contribution to Portfolio Return 8.75% 6.78% -1.39% Portfolio Weight 2.01% 15% 30% 20% 35%Year 2009 2010 2011 2012 2013 2014 2015 2016 Average % (-AVERAGE) SD (%) (-STDEVP) SD (%) (-STDEV.S) PSB 2017 2018 Covariance average product of deviations COVAR Correlation = Cov/(SDs * SDb) CORREL (=CORREL) Rates of Return Stock Fund (%) Bond Fund (%) 30.17 5.08 32.97 7.52 21.04 -8.82 -8.10 5.27 -12.89 12.20 -28.53 -7.79 22.49 6.38 12.58 12.40 14.81 17.29 15.50 0.51 Cov(rs,B) OS XOB Slope (Beta) Deviation from Average Returns Stock Fund Bond Fund Product of Deviations Squared Deviation Stock Fund Bond Fund Variance (n) Formula Calculations. Variance (n-1) Formula CalculationsConsider the information below on 3 mutual funds: Fund Fund Return Beta S 14.05 % 1.19 D 17.05 % 1.44 M 13.65% 0.98 During the same time period, the return on the market stock index (rM) was 12.35% and the risk - free rate ( rRF) was 2.25%. Based on this information, which statement below is Correct? Group of answer choices After adjusting for risk, mutual fund S outperformed the other two funds. On a risk - adjusted basis, all of the mutual funds had a postive Alpha. After adjusting for risk, mutual fund M outperformed the other two funds. Mutual fund D had the best Treynor ratio for the period.
- "The following table gives the rate of return for a certain mutual fund from 2010 to 2014: Year Rate of Return 2010 -5.9% 2011 11.4% 2012 1.4% 2013 12.7% 2014 6.5% Compute the overall rate of return during this period. Round your answer to the nearest tenth of a percent."You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Year Papa Fund Mama Fund Market Risk-Free 2011 –12.6 % –22.6 % –24.5 % 1 % 2012 25.4 18.5 19.5 3 2013 8.5 9.2 9.4 2 2014 15.5 8.5 7.6 4 2015 2.6 –1.2 –2.2 2 Calculate the Sharpe ratio, Treynor ratio, Jensen’s alpha, information ratio, and R-squared for both funds. (Input all amounts as positive values. Do not round intermediate calculations. Enter all answers as a decimal value rounded to 4 decimal places.) PAPA MAMA SHARPE RATIO: TREYNOR RATIO JENSEN'S ALPHA INFORMATION RATIO R-SQUAREDYou 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 2015 2016 2017 2018 2019 Fund -15.06% 25.10 12.60 6.60 -1.32 Market -26.50% 19.70 10.00 7.60 -2.20 Jensen's alpha Information ratio Risk-Free 3% 5 2 4 3 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) %
- An analysis of the monthly returns for the past year of a mutual fund portfolio consisting of two funds revealed these statistics: a) Total return Standard deviation 23% Percentage of portfolio 35% Correlation coefficient (R) 0.25 What is the coefficient of determination (R2) of Fund A and Fund B? Question 9 options: b) c) d) 84.64% 6.25% 50.00% Fund A 21.49% 18% Fund B 11% 16% 65%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 −18.80 % −36.50 % 1 % 2016 25.10 20.70 6 2017 13.60 13.00 2 2018 7.00 8.40 6 2019 −1.92 −4.20 2 Calculate Jensen’s alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.)Considering the following trading and performance data for 3 different equality mutual funds from JHancock asset management company for the year 2020: Emerging market fund Principal Balance Small Cap Fund Income Fund Average asset (RM' Mill) Security 310 655 520 40.1 570 575 Expenses ratio 0.35% 0.71% 1.65% Pre-tax return, 3-year 10.2% 11.1% 15.2% average Tax-adjusted return, 9.5% 8.91% 13.4% 3-year average i)Calculate the portfolio turnover ratio for each fund ii) Which fund is most likely to be actively managed and which is most likely to be passively managed? iii) Calculate the tax cost ratio for each fund iv) Determine which fund is the most and least tax efficient in their operations? Explain v) Explain what expenses ratio is and which portfolio is considered expenses efficient.
- 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. Tear 2015 2016 2017 2018 2019 Fund -15.8% 25.1 13.1 7.6 -1.62 Sharpe ratio Treynor ratio Market -31.50 20.2 11.5 8.0 -3.2 Risk-Free. 39 5 2 5 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)During the boom years of 2010-2014, ace mutual fund manager Diana Sauros produced the following percentage rates of return. Rates of return on the market are given for comparison. Ms. Sauros S&P 500 2010 +24.9 +17.2 2011 2012 2013 2014 -0.9 +18.6 +42.1 +15.2 +1.0 +16.1 +33.1 +12.7 a. Calculate the average return and standard deviation of Ms. Sauros's mutual fund. (Use decimals, not percents, In your calculations. Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct. Average rate of return Standard deviation 19.98 % 10.00 %You have been given the following return information for a mutual fund, the morket 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 -20.6% 25.1 13.9 7.6 -2.1 -39.5% 1% 2016 21.0 13.9 2017 2018 8.B 2019 -5.2 What ore the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio