Which fund exhibited the best performance over this period


The Following Table describes how three Mutual Funds perform ed over a 5 year period: Mutual Fund Average Annual Return Beta Std. Dev. of Annual Ret. A 19.2% 1.20 24.7% B 15.8% 0.90 28.3% C 20.8% 1.32 26.5% Market Index 13.5% 20.6% Risk Free Asset 2.2% a. Compute The Sharpe Ratio, the Trey nor Measure & Jensen’s Alpha for each fund b. Which Fund exhibited the best performance over this period from the perspective of an Investor for whom the fund is the entire Risky portfolio?

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Financial Management: Which fund exhibited the best performance over this period
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