QUESTION 24 A portfolio with a rate of return 15%, residual standard deviation 2% and alpha 1.6%, , whats the portfolios information ratio? A. 0.80 B. 0.50 C. 0.60 D. 1.00

QUESTION 23

1. A portfolio generates an annual return of 10%, a beta of 1.1, and a standard deviation of 15%. The market index return is 5% and has a standard deviation of 8%. What is Jensen's alpha of the portfolio if the risk-free rate is 1%?

   	A.	0.027
   	B.	0.038
   	C.	0.056
   	D.	0.046

QUESTION 25 Suppose the initial margin requirement for the oil contract is 20%. Contract size is 1000 barrels. Current future price for march is $62.48. If the spot oil price at maturity date is 65.48, whats your return if you long the contract? A. 24.01% B. 28.00% C. 20.01% D. 35.00%