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A portfolio has a beta of 1.25 and an actual return of 13.0 percent. The risk-free rate is 4.50 percent and the market risk premium
A portfolio has a beta of 1.25 and an actual return of 13.0 percent. The risk-free rate is 4.50 percent and the market risk premium is 8.2 percent. What is the value of Jensen's alpha?
| 1.34 | ||
| 0.86 | ||
| 1.01 | ||
| 1.25 | ||
| 1.14 |
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Analysis for Financial Management
Authors: Robert Higgins
11th edition
77861787, 978-0077861780
