In a recent 5tear period, mutual fund manager Diana sharks produced the following percentage rates of return for the Mesozoic fund. Rates of return on the market index are given for comparison. A. Calculate the average return on both the fund and the index and the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures?
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Answer a)
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Given: Expected return of stock fund is 22% Expected return of bond fund is 14% Standard deviation…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Formulas:
Q: You are an analyst for a large public pension fund and you have been assigned the task of evaluating…
A: Financial statements are statements which states the business activities performed by the company .…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: The Sharpe Ratio helps analysts in measuring the increase in expected return per unit of additional…
Q: Rank the following funds based on Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, Sortino Ratio, M…
A:
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Average Return = Sum of all return / No. of periods
Q: Check my work You have been given the following return information for a mutual fund, the market…
A:
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: benchmark portfolio: it is the portfolio which is used by the portfolio manager to compare the…
Q: You have been given the following return information for a mutual fund, the mark return correlation…
A: Calculation of Sharpe and Treynor ratios for the fund:The sharpe ratio and Treynor ratios are 13.77%…
Q: The following data are available relating to the performacne of Long Horn Stock Fund and the market…
A: “Since you have posted a question with multiple sub-parts, we will solve first three sub-parts for…
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Given information: Five year returns of fund and market index are given below,
Q: You are an analyst for a large public pension fund and you have been assigned the task of evaluating…
A: Financial statements are statements which states the business activities performed by the company .…
Q: You have been given the following return information for a mutual fund, the market index, and the…
A: The computation of Sharpe ratio and Treynor ratio is as follows:
Q: The average returns, standard deviations, and betas for three funds are given below along with data…
A: Sharp ratio is employed in helping an investor to create a comparison of return on investment to its…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: To Find: Sharpe ratio of best feasible CAL
Q: It measures how much rate of return the fund manager/fund generates per unit of systematic risk…
A: Financial investments are the methods through which investors park or save their funds and money in…
Q: Robert is a fund manager in Man group. He is considering three funds. The first is a stock fund, the…
A: Since you have posted a question with multiple sub-parts, we will solve the first three subparts for…
Q: You are an analyst for a large public pension fund and you have been assigned the task of evaluating…
A: Financial statements are statements which states the business activities performed by the company .…
Q: Need help
A: The Treynor ratio is the measurement of portfolio’s risk premium where the risk premiums of funds…
Q: The following information applies to the questions displayed below.] A pension fund manager is…
A: Expected return of Stock fund(S) is 16% and standard Deviation is 32% Expected return of (B) is 10%…
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Return means additional amount earned by investing the funds for a period and risk means possibility…
Q: You are an advisor reviewing fund managers performance over the last year. Your records indicate…
A: Slope of Capital market line is the sharpe ratio of market portfolio. The portfolio which has equal…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: The tangent point from the risk-free rate to the opportunity set is drawn below:
Q: nvestments are made to earn a return, but making investments requires the individual to bear risk.…
A: Given, Return from mutual fund = 10.8% Market Return = 8.80% Risk free Rate = 2% Fund Beta = 1.20…
Q: You have been given the following return information for a mutual fund, the market index, and the…
A: Calculation of Sharpe and Treynor ratio using excel is as follows:
Q: You have been given the following return information for a mutual fund, the market index, and the…
A: The provided table is:
Q: You are given the following information concerning several mutual funds:…
A: Given:
Q: You have been given the following return information for a mutual fund, the market index, and the…
A: Jensen’s alpha is a tool which measures the extra return earned by the funds or securities over the…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Given the following information : Expected return Standard deviation Stock fund (S) 17% 30%…
Q: Vega fund had return of 12%, a beta of 1.2, in a standard deviation of 25% last year t bills…
A: Vega fund had return of 12%, a beta of 1.2, in a standard deviation of 25% last year t bills…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Risk-free rate = 8% Expected return on stock fund = 19% Expected return on bond fund = 12%…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: The formula used for the calculation of Sharpe ratio is as follows: Sharpe ratio=Erp-rfσp Erp is the…
Q: n a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Average return of a security is the arithmetic mean of the returns of the security generated over a…
Q: Vega fund had return of 14%, a beta of 0.9, in a standard deviation of 27% last year 20 bills…
A: Ratio is a tool which is used to measure the firm’s performance or growth by establishing a relation…
Q: The average return, standard deviation, and beta for Fund A is given below along with data for the…
A: Sharpe ratio means the measure of risk adjusted return of a financial portfolio. Portfolio having…
Q: An insurance fund is analysing the performance of three different fund managers A, B and C. Each…
A: Performance measurement of fund portfolios can be performed using ratios such as Sharpe ratio,…
Q: Elsie is an investor considering investing in an actively managed equity fund. The Fund has a return…
A: In this question we need to calculate the Sharpe ratio and Treynor Ratio .
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Expected return is the possible rate of return an investor expects to receive on an investment made…
Q: he fund with the highest Sharpe measure is
A: Sharpe measure is a measure of portfolio which adjusts the risk free return. A higher rate of…
Q: If you desire to forecast performance of a mutual fund for next year, the best forecast will be…
A: Geometric average of return is the method which helps to forcast the expected returns and assess the…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Sharpe's ratio is called as the 'Reward to Variability' ratio. The returns from a portfolio are…
Q: The following data are available relating to the performance of Tiger Fund and the market portfolio:…
A: Given: Average return of Tiger fund =18%Beta =1.25Risk free rate (Rf)=7%Standard deviation of…
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Fund Market Index 1 -1.30% 0.60% 2 24.60% 18% 3 40.60% 31.60% 4 11.60% 10.90% 5 0.40%…
Q: In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates…
A: Part (a): Answer: Average return on both the fund and the index is 15.12% and 10.94% Standard…
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Cov (S,B) is calculated as follows:
Q: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a…
A: Risk free rate = 6% Correlation between fund return = 0.14 Expected return on stock fund = 24%…
In a recent 5tear period, mutual fund manager Diana sharks produced the following percentage
A. Calculate the average return on both the fund and the index and the standard deviation of the returns on each.
Did Ms. Sauros do better or worse than the market index on these measures?
Trending now
This is a popular solution!
Step by step
Solved in 3 steps with 5 images
- In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2. 3 4 Fund -1.3 +25.0 +41.0 +12.0 +0.4 Market index -1.0 +17.0 +32.0 +11.3 -0.8 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return Standard deviation а. Did Ms. Sauros do better or worse than the b. market index on these measures?In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2 3 4 Fund -1.5 +24.1 +42.0 +11.0 +0.5 Market index -0.6 +17.0 +31.5 +10.0 -0.4 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return а. Standard deviation Did Ms. Sauros do better or worse than the b. market index on these measures?In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2 +24.6 +40.6 +11.6 +18.0 +0.4 +31.6 +10.9 -0.4 -1.3 -0.6 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures?
- In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index a. 1 -1.2 -0.9 b. 2 +24.8 +16.0 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Average return Standard deviation Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 Mesozoic Fund Return Better 4 +11.1 +10.9 15.06 16.04 Market Portfolio Return 5 +0.3 -0.7 10.70 11.76In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index -1.2 -0.9 2 +24.8 +16.0 a. Average retur a. Standard deviation b. Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. b. Did Ms. Sauros do better or worse than the market index on these measures? Answer is complete but not entirely correct. Mesozoic Fund Return Better +11.1 +10.9 19.23 15.14 x Market Portfolio Return 19.53 +0.3 -0.7 8.85 xI need someone to check my answer In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic fund. Rates of return on the market index are given for comparison Year Fund Return (%) Standard deviation mean Deviation 2 Market index return (%) Standard Deviation (Mean) Deviation2 1 -1.4 -16.52 272.91 -0.5 -11.8 139.24 2 24.0 8.88 77.44 16.0 4.7 22.09 3 41.9 26.78 717.17 31.4 20.1 404.01 4 10.9 -4.22 17.81 9.9 -1.4 1.96 5 0.2 -14.92 222.61 -0.3 -11.6 134.56 TOTAL 75.6 1,307.94 56.5 701.86 AVERAGE 15.12 261.59 11.3 140.37 SD 16.17 11.85 Calculate The average return on Mesozoic Fund Return and Market Portfolio Return Fund return = (-1.4+24+41.9+10.9+0.2)/5 = 15.12 Market index return = -0.5+16+31.4+9.9+ (-0.3)]/5 =…
- In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 1 -1.2 -0.9 2 +24.8 +16.0 a. Average return a. Standard deviation b. Did Ms. Sauros do better or worse than the market index on these measures? +40.7 +31.7 4 +11.1 +10.9 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Return Market Portfolio. Return +0.3 -0.7 11.4017. Average Return and Standard Deviation. In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Calculate (a) the average return on both the fund and the index and (b) the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures? (L011-3) 1 2 3 4 5 Fund - 1.2 +24.8 +40.7 +11.1 +0.3 Market index -0.9 +16.0 +31.7 +10.9 -0.7Give typing answer with explanation and conclusion A mutual fund earned an average annual return of 9.0% over the last 5 years. During that time, the average risk-free rate was 0.8% and the average market return was 6.7%. If the fund has beta of 0.96, what was its annual alpha? Answer in percent, rounded to two decimal places. (e.g., 4.32% = 4.32).
- Consider the information below on 3 mutual funds: Fund Fund Return Beta S 14.05 % 1.19 D 17.05 % 1.44 M 13.65% 0.98 During the same time period, the return on the market stock index (rM) was 12.35% and the risk - free rate ( rRF) was 2.25%. Based on this information, which statement below is Correct? Group of answer choices After adjusting for risk, mutual fund S outperformed the other two funds. On a risk - adjusted basis, all of the mutual funds had a postive Alpha. After adjusting for risk, mutual fund M outperformed the other two funds. Mutual fund D had the best Treynor ratio for the period.During the past 10 years, the percent returns on two mutual funds (aggressive and passive) expressed in percentages were as follows: Year -10 -9 -8 -7 -6 -5 -4 -3 -2 Last Year Aggressive Fund 0% 6% 1% 2% 8% 1% 5% 1% 1% 5% Note that this is a sample of returns. a) Compute the expected return for the two funds. Round your answers to two decimal places. Aggressive = Number Passive = Number b) Compute the variance and standard deviation of the returns of the two funds. Round your answers to two decimal places. Variance: Aggressive = Number Passive = Number Standard Deviation: Aggressive = Number Passive = Number Passive Fund 4% 4% 4% 3% 4% 2% 2% 3% 4% 2% % %Analyze the following three years of data relating to the MoMoney Mutual Fund, . It should report the amount of dividend income and capital gains distributed to the shareholders, along with any other changes in the fund's net asset value (b = 0.5). (Click the icon here ☐ in order to copy the contents of the data table below into a spreadsheet.) 2019 2018 NAV (beginning of period) ? ? 2017 $35.56 Net investment income 0.64 0.74 0.56 Net gains on securities 5.48 4.52 - 3.41 Dividends from net investment income 0.64 0.56 Distributions from realized gains 1.61 1.96 0.51 1.44 a. What is the total income from the investment operations? b. What are the total distributions from the investment operations? a. The total income from investment operations in 2019 is $ The total income from investment operations in 2018 is $ (Round to the nearest cent.) (Round to the nearest cent.) (Round to the nearest cent.) The total income from investment operations in 2017 is $ b. The total distributions from…