Posted by: Pdfprep
Post Date: February 21, 2021
The following parameters are available for four mutual funds:
A . Calculate Treynor’s performance index for each of the funds on the assumption that r=6% where r stands for the risk C free interest rate.
B . 6, 2.5, 1.43, 0
C . 7, 2.5, 2.43, 4
D . 5, 2.5, 1.43, 5
E . 6, 2.5, 1.43, 2
Answer: A
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