An analyst collects the following data for two mutual funds, given a risk-free rate of...
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An analyst collects the following data for two mutual funds, given a risk-free rate of 5%: Fund Standard Deviation 1 2 Return 12% 13% Which of the following is most accurate? a. Fund 1 has the higher Sharpe ratio. b. Fund 2 has the higher Treynor ratio. Fund 1 has the lower Sharpe ratio. d. Fund 2 has the lower Treynor ratio. C. 16% 18% Beta 1.160 1.326 
Which of the following is most accurate? a. Fund 1 has the higher Sharpe ratio. b. Fund 2 has the higher Treynor ratio. c. Fund 1 has the lower Sharpe ratio. d. Fund 2 has the lower Treynor ratio
An analyst collects the following data for two mutual funds, given a risk-free rate of 5%: Fund Standard Deviation 1 2 Return 12% 13% Which of the following is most accurate? a. Fund 1 has the higher Sharpe ratio. b. Fund 2 has the higher Treynor ratio. Fund 1 has the lower Sharpe ratio. d. Fund 2 has the lower Treynor ratio. C. 16% 18% Beta 1.160 1.326
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