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Question
| Sooner | Market Portfolio | |||||
| Average return | 20 | % | 11 | % | ||
| Standard deviations of returns | 44 | % | 19 | % | ||
| Beta | 8 | 1.0 | ||||
| Residual standard deviation | 2.0 | % | 0.0 | % | ||
39) The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:
The risk-free return during the sample period was 3%.
What is the Treynor measure of performance evaluation for Sooner Stock Fund?
A) 0.0133
B) 0.04
C) 0.0867
D) 0.0944
E) 0.3714
Answer
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