Question
The return of the portfolio is 3.0%, the return of the market is 3.7%, the standard deviation of the portfolio is 37.9%, the standard deviation
The return of the portfolio is 3.0%, the return of the market is 3.7%, the standard deviation of the portfolio is 37.9%, the standard deviation of the market is 18.4%, the beta of the portfolio is 0.62 and the risk-free rate is 1.05%. Calculate the Jensen's alpha (answer in %, so .26 or 26% is 26).
The return of the portfolio is 6.3%, the return of the market is 8.13%, the standard deviation of the portfolio is 47.3%, the standard deviation of the market is 18.6%, the beta of the portfolio is 1.31 and the risk-free rate is 1.05%. Calculate the Sharpe ratio (answer in %, so .26 or 26% is 26).
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