Question
The return of the portfolio is -2.9%, the return of the market is 3.0%, the standard deviation of the portfolio is 31.5%, the standard deviation
The return of the portfolio is -2.9%, the return of the market is 3.0%, the standard deviation of the portfolio is 31.5%, the standard deviation of the market is 18.9%, the beta of the portfolio is 1.35 and the risk-free rate is 1.05%. Calculate the Jensen's alpha (answer in %, so .26 or 26% is 26).
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Healthcare Finance An Introduction To Accounting And Financial Management
Authors: Louis C. Gapenski
2nd Edition
1567931650, 978-1567931655
