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