Consider the following five funds.

*Significant at the 5 per cent level
(a) Which fund's returns are best explained by the market's returns?
(b) Which fund had the largest total risk?
(c) Which fund had the lowest market risk? The highest?
(d) Which fund(s), according to Jensen's alpha, outperformed the market?

Question

Consider the following five funds.
  
*Significant at the 5 per cent level
(a) Which fund's returns are best explained by the market's returns?
(b) Which fund had the largest total risk?
(c) Which fund had the lowest market risk? The highest?
(d) Which fund(s), according to Jensen's alpha, outperformed the market?

Quizplus · Accepted Answer

The Answer of Consider the following five funds.
  
*Significant at the 5 per cent level
(a) Which fund's returns are best explained by the market's returns?
(b) Which fund had the largest total risk?
(c) Which fund had the lowest market risk? The highest?
(d) Which fund(s), according to Jensen's alpha, outperformed the market?

Consider the Following Five Funds