FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

11. Using the portfolio information in the Table below, calculate the Jensen's measure of this portfolio Portfolio value (1/7/2020) $325,000 Return on S&P 500 10.5%

image text in transcribed

11. Using the portfolio information in the Table below, calculate the Jensen's measure of this portfolio Portfolio value (1/7/2020) $325,000 Return on S&P 500 10.5% Index Portfolio beta 1.5 Risk free rate 7% Portfolio value (30/11/2020) $355,000 Realized appreciation (when $3,000 a stock was sold) Unrealized appreciation $27,000 Dividends received $10,500 New funds invested or None withdrawn a. 21% b. 0.21% C. 12.46% d. 7.21%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Finance Applications And Theory

Finance Applications And Theory

Authors: Marcia Cornett, Troy Adair, John Nofsinger

2nd Edition

0073530670, 9780073530673

More Books

Students also viewed these Finance questions

Question

★★★★★
Explain what is meant by this statement: Quotas are a hidden tax on consumers, whereas tariffs are a more obvious one.

Answered: 1 week ago

Question

★★★★★
Sketch the following sets of points. {(r, 0): 0 r 4,-/2 0 -/3}

Answered: 1 week ago

Question

★★★★★
Define self-discipline. (p. 210)

Answered: 1 week ago

Question

★★★★★
What are the real economic impacts and long-term effects of trade sanctions? Assume that the United States imposes punishingly high tariffs of 100 percent on Japanese cars. Immediate costs might be...

Answered: 1 week ago

Question

★★★★★
LAG Network Inc.'s balance sheet and income statement are as follows: LAG Network Inc. Income Statement For Year Ended December 31, 2017 Sales Cost of goods sold $930,600 558,200 $372,400 Gross...

Answered: 1 week ago

Question

★★★★★
A core sample has a diameter of 5 cm and a length of 10 em. The porosity of the core sample is measured to be (1.25. Initially the core sample contains only oil in the pores. A displacement...

Answered: 1 week ago

Question

★★★★★
Use the following diagram of TCP/IP protocols of a Network 1) Add the following servers to the network. a. DC server b. data server c. SMTP server d. Application server e.web server...

Answered: 1 week ago

Question

★★★★★
A recent article/publication (within the last five years) which showcases the use of molecular testing techniques to diagnose infectious diseases. The article may have a public health, clinical...

Answered: 1 week ago

Question

★★★★★
A. Veta inc., has a asset of $400,000 in total where it comprises of equity 70% and debt of 30% (12%) interest. The company was planning to do some investment and it anticipates the increase of...

Answered: 1 week ago

Question

★★★★★
A liquid crystal cell has the front electrode grooved vertically and the rear electrode grooved horizontally. Sheets that transmit only vertically polarized light are placed before and after the...

Answered: 1 week ago

Question

★★★★★
used, and the importance of adhering to these procedures K12 Explain how the components are to be aligned, adjusted and positioned prior to securing, and the tools and equipment that is used K13...

Answered: 1 week ago

Question

★★★★★
Understand the importance of having a department manager remain visible and available to the staff

Answered: 1 week ago

Question

★★★★★
Understand the department managers key role in employee retention

Answered: 1 week ago

Question

★★★★★
Understand the importance of a properly prepared position or job description

Answered: 1 week ago

Previous Question Next Question