Multiple Choice
Your portfolio actually earned 4.39% for the year. You were expecting to earn 6.27% based on the CAPM formula. What is Jensen's alpha if the portfolio standard deviation is 12.1% and the beta is .99?
A) −5.28%
B) −3.40%
C) −2.34%
D) −2.40%
E) −1.88%
Correct Answer:
Verified
Correct Answer:
Verified
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