If your maximum Sharpe ratio increased from 0.333 to 0.444 when adding a positive-alpha (open-ended) mutual fund to your portfolio, and the fund's idiosyncratic volatility was 15%, what was the fund's alpha? (report your answer rounded to the nearest 3 decimals -- eg., 0.8765 % --> 0.877, 0.8763 --> 0.876)

Consider the following information for 3 mutual fund P, Q, R and the market.Mutual fund    Mean Return   Risk       BetaP                       25%              1.785    1.10Q                      16%                0.962   1.29R                       19%              1.322     1.55Market              16%                            1.00The risk free rate was 12%. Calculate the Treynor, Sharpe & Jenson Measure andrank the same.

Nikul

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You are evaluating a closed-end mutual fund and see that its price is different from its net asset value (NAV). The fund has an expense ratio (ε) of 2.80% and a dividend yield (Ō) of 4.00%. The fund has experienced a risk-adjusted abnormal return (a) of 3.40%. By what amount (premium or discount) is the fund likely to trade relative to its NAV? Note: Use a minus sign if the amount is a discount. Round your answer to 2 decimal places. Amount 0.99 %

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 0.87. Year 2018 2019 2020 2021 2022 Fund -14.85% 25.10 12.90 7.20 -1.50 Market -29.50% 20.00 10.90 8.00 -3.20 Jensen's alpha Information ratio. Risk-Free 3% 5 2 Calculate Jensen's alpha for the fund, as well as its information ratio. Note: Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places. (0.0072)

Suppose you have some money to invest-for simplicity, $1-and you are planning to put a fraction w into a stock market mutual fund and the rest, 1 w, into a bond mutual fund. Suppose that $1 invested in a stock fund yields R after 1 year and that $1 invested in a bond fund yields Rp. suppose that R, is random with mean 0.08 (8%) and standard deviation 0.07, and suppose that R, is random with mean 0.05 (5%) and standard deviation 0.04. The correlation between R. and R, is 0.27. If you place a fraction w of your money in the stock fund and the rest, 1 the bond fund, then the return on your investment is R = wR₂ + (1-w)Rp. - Suppose that w = 0.53. Compute the mean and standard deviation of R. The mean is. (Round your response to three decimal places.) The standard deviation is. (Round your response to three decimal places.) w, in

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. Calculate Jensen's aplha for the fund aswell as it's information ratio. (Do not round intermedediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places. Year Fund Market Risk-Free 2018 -18.80% -36.50% 1% 2019 25.10 2020 13.60 2021 7.00 2022 -1.92 20.70 13.00 8.40 -4.20 6 2 6 2

Consider 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.

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.)