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Question
| Long Horn | Market Portfolio | |||
| Average return | 19 | % | 12 | % |
| Standard deviations of returns | 35 | % | 15 | % |
| Beta | 5 | 1.0 | ||
| Residual standard deviation | 3.0 | % | 0.0 | % |
55) The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio:
The risk-free return during the sample period was 6%.
What is the Treynor measure of performance evaluation for Long Horn Stock Fund?
A) 0.0133
B) 0.04
C) 0.0867
D) 0.3143
E) 0.3714
Answer
This answer is hidden. It contains 42 characters.
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