Question 1

In a particular year, Razorback Mutual Fund earned a return of 1% by making the following investments in asset classes:  The return on a bogey portfolio was 2%, calculated from the following information.  The contribution of selection within markets to the Razorback Fund's total excess return was

Accepted Answer

A)  -1.80%.
B)  -1.00%.
C)  0.80%.
D)  1.00%.

Question 2

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio:  The risk-free return during the sample period was 6%. What is the Treynor measure of performance evaluation for Long Horn Stock Fund

Accepted Answer

A)  1.33%
B)  4.00%
C)  8.67%
D)  31.43%
E)  37.14%

Question 3

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio:  The risk-free return during the sample period was 6%. Calculate the Jensen measure of performance evaluation for Long Horn Stock Fund.

Accepted Answer

A)  1.33%
B)  4.00%
C)  8.67%
D)  31.43%
E)  37.14%

Exam 24: Portfolio Performance Evaluation

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: The risk-free return during the sample period was 6%. What is the Treynor measure of performance evaluation for Long Horn Stock Fund

Correct Answer
verified

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: The risk-free return during the sample period was 6%. Calculate the Jensen measure of performance evaluation for Long Horn Stock Fund.

Correct Answer
verified

In a particular year, Razorback Mutual Fund earned a return of 1% by making the following investments in asset classes: The return on a bogey portfolio was 2%, calculated from the following information. The contribution of selection within markets to the Razorback Fund's total excess return was

Correct Answer
verified

Exam 24: Portfolio Performance Evaluation

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: The risk-free return during the sample period was 6%. What is the Treynor measure of performance evaluation for Long Horn Stock Fund

Correct AnswerverifiedShow Answer

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: The risk-free return during the sample period was 6%. Calculate the Jensen measure of performance evaluation for Long Horn Stock Fund.

Correct AnswerverifiedShow Answer

In a particular year, Razorback Mutual Fund earned a return of 1% by making the following investments in asset classes: The return on a bogey portfolio was 2%, calculated from the following information. The contribution of selection within markets to the Razorback Fund's total excess return was

Correct AnswerverifiedShow Answer

Correct Answer
verified

Correct Answer
verified

Correct Answer
verified