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A portfolio has a beta of 1.7 and an actual return of 14.5 percent. The risk-free rate is 3.5 percent and the market risk premium
A portfolio has a beta of 1.7 and an actual return of 14.5 percent. The risk-free rate is 3.5 percent and the market risk premium is 8.2 percent. What is the value of Jensen's alpha?
Select one:
a. 1.14 percent
b. 1.23 percent
c. 3.01 percent
d. 1.01 percent
e. 2.94 percent
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