5. The CXY opportunity fund is a small-cap equity fund. The fund posted a return of 12% last
year. The fund’s benchmark, the Cospy 100 Index yielded a return of 10.5% during the same
period. The standard deviation of the fund’s returns was 4.5% whereas that of the
benchmark’s return was 3.5%. The standard deviation of the fund’s active return is 3% and
the risk-free rate is 5%. Based on this information, the fund’s Sharpe ratio and information
ratio are closest to:
Sharpe Ratio Information Ratio
A. 1.56 0.5
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