IEWM A4 (CO5)

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IEWM A4 (CO5)

ALL QUESTIONS ARE COMPULSORY

Email *

STUDENT NAME *

SECTION *

You are given the following historical performance information on the capital market and a mutual funds. What is the Standard Deviation of Mutual fund ? *

3 points

9.36

10.25

9.05

8.26

find out Reward-to –variability ratio of mutual fund on the basis of given data ? *

3 points

0.65

0.545

0.435

0.578

find out Reward-to –volatility ratio of mutual fund on the basis of given data ? *

3 points

3.89

3.87

5.86

According to Treynor index, a steep slope would indicates *

1 point

The fund is yielding higher returns

The fund’s volatile return

The fund is sensitive to the market

The fund is not sensitive to the market

Jensen’s perform index gives importance *

1 point

To the asset combination

Professional Management

The market condition

The Predictive ability of the manager

Compute the Jensen Index for ABC Fund on the basis of given information *

3 points

1.5

0.5

0.175

Compute the Jensen Index for XYZ Fund on the basis of given information *

3 points

1.5

0.5

0.175

Compute the Treynor Index for XYZ Fund on the basis of given information *

3 points

5.25

4.55

5.75

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