In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4 5 Fund −1.2 +24.5 +40.5 +11.5 +0.3 Market index −1.0 +17.0 +31.5 +10.8 −0.8 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures?

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4 5 Fund −1.2 +24.5 +40.5 +11.5 +0.3 Market index −1.0 +17.0 +31.5 +10.8 −0.8 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures?

Essentials of Business Analytics (MindTap Course List)

2nd Edition

ISBN:9781305627734

Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Chapter2: Descriptive Statistics

Section: Chapter Questions

Problem 17P: Suppose that you initially invested 10,000 in the Stivers mutual fund and 5,000 in the Trippi mutual...

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In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2 +24.6 +40.6 +11.6 +18.0 +0.4 +31.6 +10.9 -0.4 -1.3 -0.6 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4. Fund -1.3 +24.2 +40.2 +11.2 +0.4 Market index -0.7 +14.0 +31.2 +10.5 -0.5 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return a. Standard deviation Did Ms. Sauros do better or worse than the b. market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index a. 1 -1.2 -0.9 b. 2 +24.8 +16.0 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Average return Standard deviation Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 Mesozoic Fund Return Better 4 +11.1 +10.9 15.06 16.04 Market Portfolio Return 5 +0.3 -0.7 10.70 11.76
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 1 -1.2 -0.9 2 +24.8 +16.0 a. Average return a. Standard deviation b. Did Ms. Sauros do better or worse than the market index on these measures? +40.7 +31.7 4 +11.1 +10.9 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Return Market Portfolio. Return +0.3 -0.7 11.40
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index -1.2 -0.9 2 +24.8 +16.0 a. Average retur a. Standard deviation b. Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. b. Did Ms. Sauros do better or worse than the market index on these measures? Answer is complete but not entirely correct. Mesozoic Fund Return Better +11.1 +10.9 19.23 15.14 x Market Portfolio Return 19.53 +0.3 -0.7 8.85 x
I need someone to check my answer In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic fund. Rates of return on the market index are given for comparison Year Fund Return (%) Standard deviation mean Deviation 2 Market index return (%) Standard Deviation (Mean) Deviation2 1 -1.4 -16.52 272.91 -0.5 -11.8 139.24 2 24.0 8.88 77.44 16.0 4.7 22.09 3 41.9 26.78 717.17 31.4 20.1 404.01 4 10.9 -4.22 17.81 9.9 -1.4 1.96 5 0.2 -14.92 222.61 -0.3 -11.6 134.56 TOTAL 75.6 1,307.94 56.5 701.86 AVERAGE 15.12 261.59 11.3 140.37 SD 16.17 11.85 Calculate The average return on Mesozoic Fund Return and Market Portfolio Return Fund return = (-1.4+24+41.9+10.9+0.2)/5 = 15.12 Market index return = -0.5+16+31.4+9.9+ (-0.3)]/5 =…
In a recent 5tear period, mutual fund manager Diana sharks produced the following percentage rates of return for the Mesozoic fund. Rates of return on the market index are given for comparison. A. Calculate the average return on both the fund and the index and the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures?
During the past 10 years, the percent returns on two mutual funds (aggressive and passive) expressed in percentages were as follows: Year -10 -9 -8 -7 -6 -5 -4 -3 -2 Last Year Aggressive Fund 0% 6% 1% 2% 8% 1% 5% 1% 1% 5% Note that this is a sample of returns. a) Compute the expected return for the two funds. Round your answers to two decimal places. Aggressive = Number Passive = Number b) Compute the variance and standard deviation of the returns of the two funds. Round your answers to two decimal places. Variance: Aggressive = Number Passive = Number Standard Deviation: Aggressive = Number Passive = Number Passive Fund 4% 4% 4% 3% 4% 2% 2% 3% 4% 2% % %
17. Average Return and Standard Deviation. In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Calculate (a) the average return on both the fund and the index and (b) the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures? (L011-3) 1 2 3 4 5 Fund - 1.2 +24.8 +40.7 +11.1 +0.3 Market index -0.9 +16.0 +31.7 +10.9 -0.7
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .96. Year Fund 2015 -14.92% Market -28.50% Risk-Free 2% 2016 25.10 19.90 2017 12.80 10.60 2018 7.00 2019 -1.44 7.60 -2.20 4252 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) Jensen's alpha Information ratio %
Give typing answer with explanation and conclusion A mutual fund earned an average annual return of 9.0% over the last 5 years. During that time, the average risk-free rate was 0.8% and the average market return was 6.7%. If the fund has beta of 0.96, what was its annual alpha? Answer in percent, rounded to two decimal places. (e.g., 4.32% = 4.32).
Consider the following historical performance data for two different portfolios, the Standard and Poor's 500, and the 90-day T-bill presented below. What is the Fama diversification measure for the Globex Fund? Assume the T-bill rate as the risk- free rate and the S&P return as the market average return. Use at least four decimal places in your calculations, but report your answer in percentage terms rounded to two decimal places. (Ex..12345 should be entered as "12.35") Investment Vehicle Globex Fund World Fund S&P500 90-day T-bill Answer: Average Rate of Return% 25.2 13.92 15.52 7.10 Standard Deviation 21.33 14 12.8 0.3 Beta 1.05 0.95 R² 0.756 0.741