|
Fund Return
|
Standard Deviation
|
Beta
|
|
A 14
|
6
|
1.5
|
|
B 12
|
4
|
0.5
|
|
C 16
|
8
|
1.0
|
|
D 10
|
6
|
0.5
|
|
E 20
|
10
|
2
|
1. For the above data, what is the Treynor measure and ranking?
2. For the above data, what is the differential return if the market return is 13%, the standard deviation of return is 5%, and standard deviation is the appropriate measure of risk?