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What is the Jensen alpha measure for the portfolio based on the following information? R portfolio = 9% St. Dev. portfolio = 6.8% Beta portfolio

What is the Jensen alpha measure for the portfolio based on the following information?

R_portfolio = 9%

St. Dev. _portfolio = 6.8%

Beta_portfolio = 0.85

T-Bills Rate = 1.4%

R_Market = 13%

St.Dev._Market = 18.7%

a. 0

b. 2.05%

c. 2.26%

d. 4%

e. -2.05%

f. -2.26%

g. -4%

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