Sandy McGregor is a portfolio manager at Tortoise Mutual Funds

Finance Dec 10, 2020

Sandy McGregor is a portfolio manager at Tortoise Mutual Funds. Her portfolio P (the accelerated growth fund, AGF) has an expected return of 25%; a beta of 1.25; a standard deviation of 20%. The expected market return is 15% and the risk-free rate is 5%. Please estimate AGF’s Sharpe, Treynor and Jensen

a. 0.40; 10.0 and 8.0

b. 1.0; 16.0; and 7.5

c. 0.65; 10.0 and 6.0

d. 0.75; 8.0; and 10.0

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