Refer to the performance data for three mutual funds and the market portfolio in the following table. Which is the best investment based on its excess return per unit of systematic risk? $$\begin{array} { | c | c | c | c | c | c | }
\hline & \text { AGF } & \text { AIM } & \text { Alta } & \text { Market } & \text { Risk-free } \
\hline \text { 5 year return } & 0.1348 & 0.0784 & 0.0574 & 0.1361 & 0.02 \
\hline \text { Beta } & 1.35 & 1.02 & 0.78 & 1 & 0 \
\hline \text { Treynor Index } & ? & 0.0573 & 0.0479 & 0.1161 & \
\hline
\end{array}$$
A)AGF
B)AIM
C)Alta
D)Market
E)Risk-Free

Question

Refer to the performance data for three mutual funds and the market portfolio in the following table. Which is the best investment based on its excess return per unit of systematic risk? $$\begin{array} { | c | c | c | c | c | c | } 
\hline & \text { AGF } & \text { AIM } & \text { Alta } & \text { Market } & \text { Risk-free } \
\hline \text { 5 year return } & 0.1348 & 0.0784 & 0.0574 & 0.1361 & 0.02 \
\hline \text { Beta } & 1.35 & 1.02 & 0.78 & 1 & 0 \
\hline \text { Treynor Index } & ? & 0.0573 & 0.0479 & 0.1161 & \
\hline
\end{array}$$
A)AGF
B)AIM
C)Alta
D)Market
E)Risk-Free

Quizplus · Accepted Answer

The Answer of Refer to the performance data for three mutual funds and the market portfolio in the following table. Which is the best investment based on its excess return per unit of systematic risk? $$\begin{array} { | c | c | c | c | c | c | } 
\hline & \text { AGF } & \text { AIM } & \text { Alta } & \text { Market } & \text { Risk-free } \
\hline \text { 5 year return } & 0.1348 & 0.0784 & 0.0574 & 0.1361 & 0.02 \
\hline \text { Beta } & 1.35 & 1.02 & 0.78 & 1 & 0 \
\hline \text { Treynor Index } & ? & 0.0573 & 0.0479 & 0.1161 & \
\hline
\end{array}$$
A)AGF
B)AIM
C)Alta
D)Market
E)Risk-Free

Refer to the Performance Data for Three Mutual Funds and the Market