Calculate the Jensen measure of performance for Marie Holdings Fund.

Select one:

a.-0.0386

b.-0.3077

c.0.1379

d.0.0444

e.none of these, or insufficient information

*Please provide working

The following data are available relating to the performance of Marie Holdings Stock Fund and the market portfolio: Marie Holdings Market Average Return 0.11 0.15 Std. Dev. of Returns 0.29 0.30 Beta 0.90 1.00 Tracking Error 013 Average PE 1600 15.00 The riskfree rate during the sample period was 0.07