Section C (4 Mark)

Section C (4 Mark)

Read the senario and answer to the question.

If Mahesh has the option of 3 funds whose details are as below, find Jensen’s index for fund A, Treynor index for fund B and Sharpe index for the market
A . 0.7%; 2.2; 0.1764
B . 0.5%; 2.2; 0.1764
C . 1%; 2.2; 0.5
D . 1%; 2.2; 0.8

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Answer: A