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Section C (4 Mark)The following parameters are available for four mutual funds:Calculate Treynor’s performance index...

Section C (4 Mark)

The following parameters are available for four mutual funds:

Calculate Treynor’s performance index for each of the funds on the assumption that r=6% where r stands for the risk – free interest rate.

A.

6, 2.5, 1.43, 0

B.

7, 2.5, 2.43, 4

C.

5, 2.5, 1.43, 5

D.

6, 2.5, 1.43, 2

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