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Question 29 3 pts The return of the portfolio is 0.1%, the return of the market is 2.9%, the standard deviation of the portfolio is

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Question 29 3 pts The return of the portfolio is 0.1%, the return of the market is 2.9%, the standard deviation of the portfolio is 42%, the standard deviation of the market is 22.2%, the beta of the portfolio is 0.59 and the risk-free rate is 0.62%. Calculate the Jensen's alpha (answer in %, so 26 or 26% is 26). 3 pts Question 30 The return of the portfolio is 2.8%, the return of the market is 0.7%, the standard deviation of the portfolio is 37.7%. the standard deviation of the market is 18.1%, the beta of the portfolio is 0.7 and the risk-free rate is 0.37%. Calculate the Treynor measure (answer in %, 50 26 or 26% is 26)

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