A Portfolio with a Beta of 1 $-0.005$ B) $-0.002$

Multiple Choice

A portfolio with a beta of 1.7 has a return of 15% and a standard deviation of 10%.If the risk-free rate is 5% and the market return is 119%,calculate the Jensen's alpha measure for the portfolio.

A) $-0.005$
B) $-0.002$
C) $0.004$
D) $0.009$