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The Average Returns, Standard Deviations and Betas for Three Funds

Question 8

Multiple Choice

The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%. The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 6%. -You wish to evaluate the three mutual funds using the Jensen measure for performance evaluation.The fund with the highest Jensen measure of performance is __________. A) Fund A B) Fund B C) Fund C D) S&P500
-You wish to evaluate the three mutual funds using the Jensen measure for performance evaluation.The fund with the highest Jensen measure of performance is __________.


A) Fund A
B) Fund B
C) Fund C
D) S&P500

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