# BUS 405 Week 4 Assignment Performance Metrics Chapter 13 Problem 22

## BUS 405 Week 4 Assignment Performance Metrics Chapter 13 Problem 22

BUS 405 Week 4 Assignment Performance Metrics Chapter 13 Problem 22

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Week 4 – Assignment – Performance Metrics Chapter 13 Problem 22 Complete Problem 22 in the Questions and Problems section of Chapter 13 (shown below). When you pick the best choice for your portfolio, defend your decision in a 100 - 200 word essay.
You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate.
Year
Papa Fund
Mama Fund
Market
Risk-Free
2008
-12.6%
-22.6
-24.5%
1%
2009
25.4
18.5
19.5
3
2010
8.5
9.2
9.4
2
2011
15.5
8.5
7.6
4
2012
2.6
-1.2
-2.2
2

Calculate the Sharpe ratio, Treynor ratio, Jensen’s alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio.

BUS 405 Week 4 Assignment Performance Metrics Chapter 13 Problem 22

Copy & Paste the link into your browser to get the tutorial:

Week 4 – Assignment – Performance Metrics Chapter 13 Problem 22 Complete Problem 22 in the Questions and Problems section of Chapter 13 (shown below). When you pick the best choice for your portfolio, defend your decision in a 100 - 200 word essay.
You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate.
Year
Papa Fund
Mama Fund
Market
Risk-Free
2008
-12.6%
-22.6
-24.5%
1%
2009
25.4
18.5
19.5
3
2010
8.5
9.2
9.4
2
2011
15.5
8.5
7.6
4
2012
2.6
-1.2
-2.2
2

Calculate the Sharpe ratio, Treynor ratio, Jensen’s alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio....