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What Is Jensen's Alpha of a Portfolio Comprised of 30

Question 46

Multiple Choice

What is Jensen's alpha of a portfolio comprised of 30 percent portfolio A and 70 percent of portfolio B? What is Jensen's alpha of a portfolio comprised of 30 percent portfolio A and 70 percent of portfolio B? The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent. A) -1.25 percent B) 0.47 percent C) 1.08 percent D) 1.46 percent E) 1.85 percent The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent.


A) -1.25 percent
B) 0.47 percent
C) 1.08 percent
D) 1.46 percent
E) 1.85 percent

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