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
Posted: Wed May 18, 2022 11:01 pm
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%).)
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%).)