Posted by: Pdfprep
Post Date: January 18, 2021
Given the following diversified mutual fund performance data, which fund has the best risk adjusted performance if the risk free rate of return is 5.7%
A . Fund b because the annual return is highest
B . Fund a because the Treynor ratio is lowest
C . Fund d because the Treynor ratio is highest
D . Fund c because the Sharpe ratio is lowest
Answer: D