Given the following diversified mutual fund performance data, which fund had the best risk-adjusted performance if the risk-free rate of return is 5.7%? • Fund A: Average rate of return = 7.82%, Standard deviation of annual return = 7.60% and Beta = 0.950 • Fund B: Average annual return = 12.87%, Standard deviation of annual return = 15.75% and Beta = 1.250 • Fund C: Average annual return = 10.34%, Standard deviation of annual return = 18.74% and Beta = 0.857 • Fund D: Average annual return = 7.50%, Standard deviation of annual return = 8.10% and Beta = 0.300
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Home » Business » Given the following diversified mutual fund performance data, which fund had the best risk-adjusted performance if the risk-free rate of return is 5.7%? • Fund A: Average rate of return = 7.82%, Standard deviation of annual return = 7.