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The following data are available relating to the performance of Jersey Block Stock Fund and the market portfolio: Average return Jersey Block Market Portfolio

The following data are available relating to the performance of Jersey Block Stock Fund and the market portfolio: Average return Jersey Block Market Portfolio 19 % 12 % Standard deviations of returns 35 % 15 % Beta 1.5 1.0 Residual standard deviation 3.0 % 0.0 % The risk-free return during the sample period was 6%. Calculate the Jensen measure of performance evaluation for Jersey Block Stock Fund. 37.14% 31.43% 1.33% 8.67% 4.00%

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