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Question
| Wildcat | Market Portfolio | |||||
| Average return | 18 | % | 15 | % | ||
| Standard deviations of returns | 25 | % | 20 | % | ||
| Beta | 25 | 1.00 | ||||
| Residual standard deviation | 2 | % | 0 | % | ||
50) The following data are available relating to the performance of Wildcat Fund and the market portfolio:
The risk-free return during the sample period was 7%.
What is the information ratio measure of performance evaluation for Wildcat Fund?
A) 1.00%
B) 8.80%
C) 44.00%
D) 50.00%
E) 67.00%
Answer
This answer is hidden. It contains 88 characters.
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