FIN – Two mutual funds (Papa and Mama) Solution
You've got been given the next return data for 2 mutual funds (Papa and Mama), the market index, and the risk-free charge.12 months Papa Fund Mama Fund Market Threat-Free 2008 -12.60% -22.6 -24.50% 1% 2009 25.40% 18.50% 19.50% three% 2010 eight.50% 9.20% 9.40% 2% 2011 15.50% eight.50% 7.60% four% 2012 2.60% -1.20% -2.20% 2% Calculate the Sharpe ratio, Treynor ratio, Jensen’s alpha, data ratio, and R-squared for each funds and decide which is the very best alternative to your portfolio.