Question
Question) Suppose the risk-free return is 1%. The beta of a managed portfolio is 0.75, the alpha is -1.5%, and the average return of the
Question) Suppose the risk-free return is 1%. The beta of a managed portfolio is 0.75, the alpha is -1.5%, and the average return of the portfolio is 10%. Based on Jensen's measure of portfolio performance, you would calculate the return on the market portfolio as: a. 10.5% b. 16.2% c. 15.0% d. 17.9%
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Financial Management Principles And Practices
Authors: Timothy J. Gallagher
9th Edition
1954156103, 978-1954156104
