A Portfolio with a Beta of 0 $-0.005$ B) $0.040$

Multiple Choice

A portfolio with a beta of 0.5 has a return of 5% and a standard deviation of 10%.If the risk-free rate is 2% and the market return is 9%,calculate the Jensen's alpha measure for the portfolio.

A) $-0.005$
B) $0.040$
C) $0.055$
D) $0.057$