Which one of the following correctly states the VaR for a 3-year period with a 2.5% probability?

Group of answer choices

Prob[R_p,_T E(R_p) 3 1.645 _p 3]

Prob[R_p,_T E(R_p) 3 1.645 _p 3]

Prob[R_p,_T E(R_p) 3 1.645 _p 3]

Prob[R_p,_T E(R_p) 3 1.960 _p 3]

Prob[R_p,_T E(R_p) 3 1.960 _p 3]

What is Jensen's alpha of a portfolio comprised of 40% Portfolio A and 60% of Portfolio B?

Portfolio	Average Return		Standard Deviation		Beta
A	16.3	%	21.5	%	1.58
B	11.1		10.6		1.15

The risk-free rate is 1.8% and the market risk premium is 5.3%.

Group of answer choices

1.25%

2.47%

3.08%

4.37%

5.38%