Question

The following table provides information about the portfolio performance of three investment managers: Manager Return Standard...

The following table provides information about the portfolio performance of three investment managers:

Manager

Return

Standard Deviation

Beta

A

25%

22%

2.1

B

21%

19%

1.5

C

15%

10%

0.8

Market (M)

15%

12%

Risk Free Rate = 5%

Complete the following table:

Manager

Expected Return

Sharpe Ratio

Treynor Ratio

Jensen’s Alpha

A

B

C

Rank
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