Question
Your portfolio has a beta of 1.37 and earns a return of 14%. The risk-free rate is 3% and the expected rate of return on
Your portfolio has a beta of 1.37 and earns a return of 14%. The risk-free rate is 3% and the expected rate of return on the market is 12%. What is Jenssen's measure for your portfolio?
Group of answer choices
1.33%
3%
-1.33%
-3%
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Recent Advances In Computational Finance
Authors: Nikolaos S. Thomaidis, Jr. Dash, Gordon H.
1st Edition
1626181233, 978-1626181236
