Question
Annual Return 12.5% (Portfolio P) 13.7% (Benchmark) Standard Deviation 15.3% (Portfolio P) 17.5% (Benchmark) Beta 1.06 Risk Free Rate 3.6% What is Jensens alpha for
Annual Return 12.5% (Portfolio P) 13.7% (Benchmark)
Standard Deviation 15.3% (Portfolio P) 17.5% (Benchmark)
Beta 1.06
Risk Free Rate 3.6%
What is Jensens alpha for Portfolio P?
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Ethics In Finance
Authors: John R. Boatright
3rd Edition
1118615824, 978-1118615829
