A portfolio has a beta of 0.9 and an actual return of 13.9 percent. The risk-free rate is 3.5 percent and the market ris

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

A portfolio has a beta of 0.9 and an actual return of 13.9 percent. The risk-free rate is 3.5 percent and the market ris

Post by answerhappygod »

A portfolio has a beta of 0.9 and an actual return of 13.9
percent. The risk-free rate is 3.5 percent and the market risk
premium is 4.1 percent. What is the value of Jensen's
alpha? (Enter your alpha answers as a
percent rounded to 2 decimal places ( e.g.,
0.22%).)
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”