Multiple Choice
A portfolio has a total return of 10.5%, a beta of 0.72 and a standard deviation of 6.3%. The risk-free rate is 3.8%, the market return is 12.4%. Jensen's measure of this portfolio's performance is
A) 4.3%.
B) 9.3%.
C) 0.5%.
D) 7.9%.
Correct Answer:
Verified
Correct Answer:
Verified
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