Which time period should investors use when comparing mutual funds? Latest one-year return, ending the most recent month end Latest five-year return, ending the most recent Dec31Latest one- year return, ending the most recent Dec31 No specific time period is necessarily better than any other

which of the following past returns should mutual funds publish in their annual reports? A.Excess return B.Geometric average return C.Arithmetric average return D.Index return

Finance Consider the following 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 0.89.    Year Fund Market Risk-Free               2008 -21.2 % -40.5 % 2 % 2009 25.1   21.1   4   2010 14   14.2   2   2011 6.2   8.8   4   2012 -2.16   -5.2   3        What are the Sharpe and Treynor ratios for the fund? (Round your answer to 4 decimal places.)        Treynor ratio 2. Refer to the table below.   3 Doors, Inc.   Down Co.           Expected return, E (R) 16 %   9.5 %   Standard deviation, σ 31     19     Correlation     .40       Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the "%" sign in your response.)        Expected Return            %   Expected return 3. Consider the following…

Question 11: You regress the monthly returns of XYZ fund for the past five years against three factors (i.e. Market factor = 1.2, SMB factor = −0.3, HML factor = 1.4)). What do these coefficient values mean and what type of stocks does the fund probably hold?