The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%.
-You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation.The fund with the highest Sharpe measure of performance is __________.
A) Fund A
B) Fund B
C) Fund C
D) indeterminable

Question

The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%. 
-You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation.The fund with the highest Sharpe measure of performance is __________.
A) Fund A 
B) Fund B 
C) Fund C 
D) indeterminable

Quizplus · Accepted Answer

The Answer of The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%. 
-You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation.The fund with the highest Sharpe measure of performance is __________.
A) Fund A 
B) Fund B 
C) Fund C 
D) indeterminable

The Average Returns, Standard Deviations and Betas for Three Funds