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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 | % | ||
41) 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%.
Calculate the information ratio for Sooner Stock Fund.
A) 1.53
B) 1.30
C) 8.67
D) 31.43
E) 37.14
Answer
This answer is hidden. It contains 63 characters.
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