In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the MesozoicFund. Rates of return on the market index are given for comparison.FundMarket indexa.1-1.2-0.9b.2+24.8+16.0a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do notround intermediate calculations. Round your answers to 2 decimal places.)b. Did Ms. Sauros do better or worse than the market index on these measures?Average returnStandard deviationDid Ms. Sauros do better or worse thanthe market index on these measures?3+40.7+31.7MesozoicFund ReturnBetter4+11.1+10.915.0616.04MarketPortfolioReturn5+0.3-0.710.7011.76

Average return and standard deviation are metrics that help in analyzing a portfolio of returns. The…

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesoz Fund. Rates of return on the market index are given for comparison. Fund Market index a. -1.2 -0.9 b. 2 +24.8 +16.0 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do no round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Average return Standard deviation Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 Mesozoic Fund Return Better 4 +11.1 +10.9 15.06 16.04 Market Portfolio Return 5 +0.3 -0.7 10.70 11.76

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesoz Fund. Rates of return on the market index are given for comparison. Fund Market index a. -1.2 -0.9 b. 2 +24.8 +16.0 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do no round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Average return Standard deviation Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 Mesozoic Fund Return Better 4 +11.1 +10.9 15.06 16.04 Market Portfolio Return 5 +0.3 -0.7 10.70 11.76

Essentials of Business Analytics (MindTap Course List)

2nd Edition

ISBN:9781305627734

Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Chapter3: Data Visualization

Section: Chapter Questions

Problem 6P: The file MutualFunds contains a data set with information for 45 mutual funds that are part of the...

See similar textbooks

Similar questions

In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 2 3 4 Fund -1.5 +24.1 +42.0 +11.0 +0.5 Market index -0.6 +17.0 +31.5 +10.0 -0.4 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return а. Standard deviation Did Ms. Sauros do better or worse than the b. market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 2 +24.6 +40.6 +11.6 +18.0 +0.4 +31.6 +10.9 -0.4 -1.3 -0.6 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2. 3 4 Fund -1.3 +25.0 +41.0 +12.0 +0.4 Market index -1.0 +17.0 +32.0 +11.3 -0.8 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return Standard deviation а. Did Ms. Sauros do better or worse than the b. market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. 1 2 3 4. Fund -1.3 +24.2 +40.2 +11.2 +0.4 Market index -0.7 +14.0 +31.2 +10.5 -0.5 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Market Portfolio Return Return Average return a. Standard deviation Did Ms. Sauros do better or worse than the b. market index on these measures?
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index 1 -1.2 -0.9 2 +24.8 +16.0 a. Average return a. Standard deviation b. Did Ms. Sauros do better or worse than the market index on these measures? +40.7 +31.7 4 +11.1 +10.9 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. b. Did Ms. Sauros do better or worse than the market index on these measures? Mesozoic Fund Return Market Portfolio. Return +0.3 -0.7 11.40
In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Fund Market index -1.2 -0.9 2 +24.8 +16.0 a. Average retur a. Standard deviation b. Did Ms. Sauros do better or worse than the market index on these measures? 3 +40.7 +31.7 a. Calculate (a) the average return on both the Fund and the index, and (b) the standard deviation of the returns on each. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. b. Did Ms. Sauros do better or worse than the market index on these measures? Answer is complete but not entirely correct. Mesozoic Fund Return Better +11.1 +10.9 19.23 15.14 x Market Portfolio Return 19.53 +0.3 -0.7 8.85 x
In a recent 5tear period, mutual fund manager Diana sharks produced the following percentage rates of return for the Mesozoic fund. Rates of return on the market index are given for comparison. A. Calculate the average return on both the fund and the index and the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures?
During the past 10 years, the percent returns on two mutual funds (aggressive and passive) expressed in percentages were as follows: Year -10 -9 -8 -7 -6 -5 -4 -3 -2 Last Year Aggressive Fund 0% 6% 1% 2% 8% 1% 5% 1% 1% 5% Note that this is a sample of returns. a) Compute the expected return for the two funds. Round your answers to two decimal places. Aggressive = Number Passive = Number b) Compute the variance and standard deviation of the returns of the two funds. Round your answers to two decimal places. Variance: Aggressive = Number Passive = Number Standard Deviation: Aggressive = Number Passive = Number Passive Fund 4% 4% 4% 3% 4% 2% 2% 3% 4% 2% % %
I need someone to check my answer In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic fund. Rates of return on the market index are given for comparison Year Fund Return (%) Standard deviation mean Deviation 2 Market index return (%) Standard Deviation (Mean) Deviation2 1 -1.4 -16.52 272.91 -0.5 -11.8 139.24 2 24.0 8.88 77.44 16.0 4.7 22.09 3 41.9 26.78 717.17 31.4 20.1 404.01 4 10.9 -4.22 17.81 9.9 -1.4 1.96 5 0.2 -14.92 222.61 -0.3 -11.6 134.56 TOTAL 75.6 1,307.94 56.5 701.86 AVERAGE 15.12 261.59 11.3 140.37 SD 16.17 11.85 Calculate The average return on Mesozoic Fund Return and Market Portfolio Return Fund return = (-1.4+24+41.9+10.9+0.2)/5 = 15.12 Market index return = -0.5+16+31.4+9.9+ (-0.3)]/5 =…
17. Average Return and Standard Deviation. In a recent 5-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Calculate (a) the average return on both the fund and the index and (b) the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures? (L011-3) 1 2 3 4 5 Fund - 1.2 +24.8 +40.7 +11.1 +0.3 Market index -0.9 +16.0 +31.7 +10.9 -0.7
Fund F has been investing in stocks and bonds. You are evaluating the performance of Fund F by comparing its performance with the performance of an appropriate benchmark portfolio B. The performance and weights of F and B over the last year are given in the table below: Asset Class Weight in F Weight in B 0.6 Stocks 0.5 Bonds 0.5 Attribute the performance of Fund F against benchmark portfolio B in the stock class. What is the attribution due to the asset allocation in the stock class? What is the attribution due to the security selection in the stock class? 0.4 Return from F O a. -0.005, -0.008 O b. 0.003; 0.004 O c. 0.012, 0.008 O d. 0.008; 0.012 10% Return from B 3% 8% 5%
17. Average Return and Standard Deviation. In a recent five-year period, mutual fund manager Diana Sauros produced the following percentage rates of return for the Mesozoic Fund. Rates of return on the market index are given for comparison. Calculate (a) the average return on both the fund and the index and (b) the standard deviation of the returns on each. Did Ms. Sauros do better or worse than the market index on these measures? (LO11-3) Fund Market index 1 -1.2 -0.9 2 +24.8 +16.0 3 +40.7 +31.7 4 +11.1 +10.9 5 +0.3 -0.7