Did the mutual fund under or over perform based upon the, Financial Management

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Did the mutual fund under or over perform based upon the

You have a mutual fund that returned 13% for the year while the risk-free rate was 4%. The market beta for the fund was 1.3 and the excess return on the market portfolio was 7%. Additionally, the risk premiums on the SMB and HML were 1% and 3%, respectively. The estimate of the risk factor sensitivities for the SMB and HML risk premiums (ie. their betas) are 0.4 and-0.5, respectively.

Did the mutual fund under or over perform based upon the CAPM?

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