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The following information on the performance of three funds A, B and C in Australia....

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Finance

The following information on the performance of three funds A, B and C in Australia. Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results.

Fund average return % standard deviation% Beta
Market 34.95 - -
Rish-free rate fund 1.641 - -
a 19.59 10.75 0.873
Fund B fund 28.65 14.82 1.251
c 25.70 12.33 1.005

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