Table for B

Date	S&P/ASX 200 - PRICE INDEX	returns
21/05/2020	5550.398
22/05/2020	5497	-0.96%
25/05/2020	5615.602	2.16%
26/05/2020	5780	2.93%
27/05/2020	5775	-0.09%
28/05/2020	5851.102	1.32%
29/05/2020	5755.699	-1.63%
1/06/2020	5819.199	1.10%

b) The following information on the performance of three funds A, B and C in Australia. Average Fund return Standard deviation (%) Beta (%) Market Risk-free rate Fund A Fund B Fund C ?? ? 19.50 28.65 25.70 10.75 14.82 12.33 1.873 1.251 1.005 (i) Use the data provided on Canvas to calculate the average annual return of the market (ASX/S&P200). Find a proxy for the risk free rate in Australia and explain your reasoning. [2 marks] (ii) Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. [6 marks). c) Obtain information on the following two funds: (i) Colonial First State Imputation (ii) Vanguard Emerging Markets Shares Index Fund Compare the risks to investors presented by each of these fund and identify the types of investors that would favour these funds. b) The following information on the performance of three funds A, B and C in Australia. Average Fund return Standard deviation (%) Beta (%) Market Risk-free rate Fund A Fund B Fund C ?? ? 19.50 28.65 25.70 10.75 14.82 12.33 1.873 1.251 1.005 (i) Use the data provided on Canvas to calculate the average annual return of the market (ASX/S&P200). Find a proxy for the risk free rate in Australia and explain your reasoning. [2 marks] (ii) Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. [6 marks). c) Obtain information on the following two funds: (i) Colonial First State Imputation (ii) Vanguard Emerging Markets Shares Index Fund Compare the risks to investors presented by each of these fund and identify the types of investors that would favour these funds