ABC Mutual Fund's total return (geometric mean over the past 5 years) Risk Free Rate has...
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ABC Mutual Fund's total return (geometric mean over the past 5 years) Risk Free Rate has averaged 2.1% Beta of the company's stock 1.35 Standard Deviation 13% Market Return 12.0% What is Jensen's Alpha? 10.25% ABC Mutual Fund's total return (geometric mean over the past 5 years) Risk Free Rate has averaged 2.1% Beta of the company's stock 1.35 Standard Deviation 13% Market Return 12.0% What is Jensen's Alpha? 10.25%
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Jensens Alpha measures the excess return of an investment relative to its expected ... View the full answer
Related Book For
Fundamentals of Financial Management
ISBN: 978-0324664553
Concise 6th Edition
Authors: Eugene F. Brigham, Joel F. Houston
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