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A portfolio generated a 12.6% return with a beta of 1.5. The market return is 9.5%. The risk-free rate is 4.2%. What is the Jensen's
A portfolio generated a 12.6% return with a beta of 1.5. The market return is 9.5%. The risk-free rate is 4.2%. What is the Jensen's measure for both?
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Handbook Of Research On Decision Making Techniques In Financial Marketing
Authors: Hasan Dinçer, Serhat Yüksel
1st Edition
1799825590, 978-1799825593
