Which fund has the highest risk adjusted performance

project that has to be presented in class Given the performance of 4 mutual funds and S&P500 over the past 15 years in table below: Return and Risk data equity mutual funds and the market over the past 15 years Mutual fund Average Return% Standard Deviation % Beta R2 1 15.86 22.85 1.46 .64 2 18.10 13.44 0.96 .79 3 22.09 17.27 1.24 .79 4 18.39 11.82 0.60 .39 S&P 500 16.35 12.44 1.0 1.0 And assuming that current and average of past 15 years risk free rate is 7.96 %, and using a market risk premium of 8.39% (16.35 -7.96), estimate: a. Sharpe ratios of all 4 funds and S&P 500. Which fund has the highest risk adjusted performance according to Sharpe measure? Which of the above funds have beaten the market? b. Treynor of all 4 funds and S&P 500. Which fund has the highest risk adjusted performance according to Treynor measure? Which of the above funds have beaten the market according to Treynor measure? c. Estimate Jensens alpha for fund 1 d. Which fu

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