Exhibit 18.3 USE THE INFORMATION BELOW FOR THE FOLLOWING PRO…
Exhibit 18.3 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Consider the data presented below on three mutual funds and the market. Standard Fund Beta Deviation (%) Return (%) Rf (%) AAA 0.75 7.0 14 3 BBB 1.05 5.0 18 3 CCC 0.89 8.0 20 3 Market 1.00 8.0 12 3 Refer to Exhibit 18.3. Compute the Treynor Measure for the CCC fund.