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Question
| Monarch | Market Portfolio | |||||
| Average return | 16 | % | 12 | % | ||
| Standard deviations of returns | 26 | % | 22 | % | ||
| Beta | 15 | 1.00 | ||||
| Residual standard deviation | 1 | % | 0 | % | ||
44) The following data are available relating to the performance of Monarch Stock Fund and the market portfolio:
The risk-free return during the sample period was 4%.
Calculate Treynor's measure of performance for Monarch Stock Fund.
A) 0.0143
B) 0.088
C) 0.44
D) 0.50
Answer
This answer is hidden. It contains 43 characters.
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