Exhibit 25.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) The last year's performance for four mutual funds is presented below. The market return was 10.70%, last year with a standard deviation of 13.1% and the risk-free rate of return was 5%. Fund A B D Beta 1.50 1.20 0.90 0.50 Standard Deviation (%) 18.95 12.41 9.30 8.10 Return (%) 12.5 13.0 11.2 9.5 a. 23. Refer to Exhibit 25.11. Compute the Jensen Measure for the B fund. 1.16% b. 2.31% 6.90% d. 9.60% 10.13% c. ooo e