FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Question 13 1 pts A portfolio generates an annual return of 13%, a beta of 1.7, and a standard deviation of 17%. The market index

image text in transcribed
Question 13 1 pts A portfolio generates an annual return of 13%, a beta of 1.7, and a standard deviation of 17%. The market index return is 14% and has a variance of 4.41%. The risk-free rate is 5%. What is Jensen's alpha of the portfolio? 0 0.017 0 -0.073 -0.078 0.034

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Risk Management And Insurance

Risk Management And Insurance

Authors: James TrieschmannSandra GustavsonSandra Gustavson, Robert HoytSandra Gustavson, Robert Hoyt, David Sommer

12th Edition

0324183208, 9780324183207

More Books

Students also viewed these Finance questions

Question

★★★★★
What is the difference between preventive controls and detective controls? Give an example of each.

Answered: 1 week ago

Question

★★★★★
Locate the centroid y of the area. 2. x- 4 in. -8 in.-

Answered: 1 week ago

Question

★★★★★
2. Use specific (and, if possible, colorful) names instead of it, them, and thing.

Answered: 1 week ago

Question

★★★★★
JOURNAL ENTRIES FOR MATERIAL, LABOR, AND OVERHEAD Eto Manufacturing had the following transactions during the month: (a) Purchased raw materials on account, $70,000. (b) Issued direct materials to...

Answered: 1 week ago

Question

★★★★★
I need this done today appreciate any help and thank you in advance. LO2-2, LO2-4 PROBLEM 2.10A Preparing a Balance Sheet; Discussion of Accounting Principles Big Screen Scripts is a service-type...

Answered: 1 week ago

Question

★★★★★
nd (a) the range, and (b) the standard deviation for the given sample. 84.9684.96, 84.8584.85, 84.5184.51, 85.8685.86, 85.1285.12, 85.6485.64, 84.2384.23, 84.5384.53, 85.7485

Answered: 1 week ago

Question

★★★★★
List three logical fallacies. Explain why they are fallacies, and give examples of fallacious statements regarding moral problems.

Answered: 1 week ago

Question

★★★★★
A study was made of 500 children who were hospitalized as a result of motor vehicle crashes. Among 310 children who were not using seat belts, 70 were injured severely. Among 190 children using seat...

Answered: 1 week ago

Question

★★★★★
1. While working with Alcoa's operations in Tennessee, Russ Ackoff consulted on their efforts to introduce... a) the first Quality Circles in the United States b) a Quality of Work-Life Program c)...

Answered: 1 week ago

Question

★★★★★
Relying solely on your impressions, how is the higher education industry changing and, faced with these trends, how should traditional universities respond, especially traditional U.S. universities?

Answered: 1 week ago

Question

★★★★★
Penny and Daughter's construction business is considering purchasing a new Bobcat. The equipment will cost $150,000 and is expected to last 12 years. The Bobcat has a salvage vale of $7,000....

Answered: 1 week ago

Question

★★★★★
=+media platform you like. Evaluate and note the current social media trends highlighted for this country in the We Are Social and Hootsuite global social media report, available at...

Answered: 1 week ago

Question

★★★★★
=+4. What ethical and professional guidelines do journalists and media professionals need to follow when it comes to social media?

Answered: 1 week ago

Question

★★★★★
=+1. Of the four areas covered in this chapter (sports, entertainment, crisis communication, and journalism), which profession would you want to pursue, and why?

Answered: 1 week ago

Previous Question Next Question