Dear All Experts
Please help to solve following question in SFM-
Refer to PM-SFM-Mutual Fund-Page 9.35-Question no. Excercise 1
Question is related to Classic Mutual funds
Please help.
Dear All Experts
Please help to solve following question in SFM-
Refer to PM-SFM-Mutual Fund-Page 9.35-Question no. Excercise 1
Question is related to Classic Mutual funds
Please help.
Hi
Actually i did'nt get the question & how to proceed with as beta is given 2 times therein.
Could you pls help me out?
dont know question is confusing or answers make me confused....there cant be two beta..i thing one column is of beta and other is of smthngelse
ok let me explain it..information is given for six mutual fund
, market
and t.bills but details for classic mutual fund is not summarised like other mutual fund have in table i.e. alpha, beta , gama, rho,theta.information given in first table is need to be summarised like data in second table i.e. calculate Rate, S.D., beta and other required information.
T.bills are given to calculate Risk free rate of return and market return is given for calculation of market return and s.d. etc.
finally cracked it......try it on ur own after understanding the question ..if still cant solve then let me know, i will attach solution in excel file
i guess this question is of old course rtp so check some old course rtps
Find S.D. of Classic, variance of market & co-variance of Classic with market. Use variance of market & co-variance of Classic with market to find beta of Classic. Use average rate of Classic & average risk-free rate to find ratios. Data of other mutual funds is irrelevant.
Thanks all
Actually i am ok with Sharpe Ration but got stuck while calculating Treynor ratio ie: Beta
It ill be really helpful, if you calculate beta. @ CA Sunil Gokhale
Beta = Covariance divided by variance of market
Thank u so much for helping me.
'ill bother u by asking more queries
hope u 'ill help me again.
Thanks again
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