AAFM Chartered Wealth Manager (CWM) Global Examination GLO_CWM_LVL_1 Question # 177 Topic 18 Discussion

AAFM Chartered Wealth Manager (CWM) Global Examination GLO_CWM_LVL_1 Question # 177 Topic 18 Discussion

GLO_CWM_LVL_1 Exam Topic 18 Question 177 Discussion:
Question #: 177
Topic #: 18

Given the following diversified mutual fund performance data, which fund has the best risk adjusted performance if the risk free rate of return is 5.7%

GLO_CWM_LVL_1 Question 177


A.

Fund b because the annual return is highest


B.

Fund a because the Treynor ratio is lowest


C.

Fund d because the Treynor ratio is highest


D.

Fund c because the Sharpe ratio is lowest


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