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Question 5 3.34 pts What is the Jensen alpha measure for the portfolio? Rportfolio - 20% St. Dev. portfolio - 30% Betaportfolio 1.5 RMarket =

Question 5 3.34 pts What is the Jensen alpha measure for the portfolio? Rportfolio - 20% St. Dev. portfolio - 30% Betaportfolio 1.5 RMarket = 15% St. Dev. Market - 19% T-Bills Rate = 5% 10% 20% 5% -0.5% 0%

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