Question
The U.S. Treasury bill has a return of 3.27 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 3.27 percent while the S&P 500 is returning 10.84 percent. Your portfolio has an actual return of 14.56 percent and a beta of 1.31. What is the portfolio's Jensen's alpha?
| -0.47 percent | ||
| -0.92 percent | ||
| 1.37 percent | ||
| 1.41 percent | ||
| 1.48 percent |
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International Corporate Finance
Authors: Mark R. Eaker, Frank J. Fabozzi, Dwight Grant
1st Edition
0030693063, 9780030693069
