17. Calculate Jehnsen Alpha for ORCL A. 0.050% B. 0.122% C. 0.13% D. 12% E. 0.058% You currently hold a portfolio that has SPY ETF in it (SPY is an Exchange traded Fund that follows S&P 500 performance and therefore approximates the Market). You are considering adding ORCL stock to it. Table below summarizes historical data analysis of the SPY, ORCL, and portfolio of SPY+ ORCL performance. It also has regression analysis summary information. Use this table to answer next 7 questions: Portfolio of SPY ORCL Portfolio of (SPY+ORCL) Average Variance St. Dev. 0.12% 0.000030 0.55% 0.18% 0.000117 1.08% 0.13% 0.000034 0.58% Rf= 0.05% Intercept Beta 0.0005 1.032 0.0001 1.006 1 ST.Dev. (el) Var (el) 0.92% 0.000085 0.16% 0.000003 R (CAPM Predicted) Jehnsen alpha Treynor Index Sharpe Ratio 0.0007 0.1273 0.0013 0.1204 0.0008 0.1379