Parker has a portfolio with a beta of 1.0 and an a porttolio with a beta of 1.0 and an alpha of 0. Based on the CAPM, the return for the portfolio is a. 10% b. Greater than Rm. C. Equal to the Rm. d. Less than Rm but greater than R. ne TOKO Fund earns 11.2% during the year while the risk-free rate is 3.1%. The Yoko Fund has a beta of 1.20 and a standard deviation of 17.5%. The Treynor Ratio is closest to: a. 0.463 b. 0.640 c. 6.750 d. 9.333 The Miracle Whip Fund (MWF) generated a return of 14.2% over the risk-free return of 3.2%. The elevant market premium was 10%. If MWF's beta is 1.3, then what is Jensen's alpha for the fund closest a. -2.0 b. +1.96 c. +1.2 d. +5.2