The Sharpe ratioSingle choice
A
measures the systematic (market) risk
B
measures the idiosyncratic (individual) stock risk
C
measures the marginal return for risk
D
measures the marginal propensity to consume
E
measures risk of a portfolio
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The following data has been collected to appraise the following four funds: Fund A Market Index Return 8.25% 8.60% Beta 0.91 1.00 Standard deviation 3.24% 3.55% Tracking error* 0.43% Tracking error is the standard deviation of the difference between the Fund Return and the Market Index Return. The risk-free rate of return for the relevant period was 4%. Use the above information to solve the following questions: The M2 is_______
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