Question
The U.S. Treasury bill has a return of 2.84 percent while the S&P 500 is returning 10.84 percent. Your portfolio has an actual return of
The U.S. Treasury bill has a return of 2.84 percent while the S&P 500 is returning 10.84 percent. Your portfolio has an actual return of 14.76 percent and a beta of 1.31. What is the portfolio's Jensen's alpha?
| -0.47 percent | ||
| -0.92 percent | ||
| 1.37 percent | ||
| 1.44 percent | ||
| 1.57 percent |
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Finance For Freelancers Financial Intelligence
Authors: Andrew Holmes
1st Edition
1408101165, 978-1408101162
