What is the Jensen alpha measure for the portfolio based on the following information: Rportfolio =...
Fantastic news! We've Found the answer you've been seeking!
Question:
Transcribed Image Text:
What is the Jensen alpha measure for the portfolio based on the following information: Rportfolio = 16% St. Dev. portfolio = 22% Betaportfolio = 1.32 T-Bills Rate = 4% RMarket = 12% St.Dev-Market = 31% What is the Jensen alpha measure for the portfolio based on the following information: Rportfolio = 16% St. Dev. portfolio = 22% Betaportfolio = 1.32 T-Bills Rate = 4% RMarket = 12% St.Dev-Market = 31%
Expert Answer:
Answer rating: 100% (QA)
The Jensen alpha measures the excess return of a portfolio ov... View the full answer
Related Book For
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
Posted Date:
Students also viewed these finance questions
-
What is the Jensen alpha for the Miranda Fund? a. 0.2216 b. 0.3515 c. 0.0745 Kelli Blakely is a portfolio manager for the Miranda Fund, a core large-cap equity fund. The market proxy and benchmark...
-
The following additional information is available for the Dr. Ivan and Irene Incisor family from Chapters 1-5. Ivan's grandfather died and left a portfolio of municipal bonds. In 2012, they pay Ivan...
-
Alpha holds investments in two other entities, Beta and Gamma. All three entities prepare financial statements to 31 March and the statement of financial positions of the three entities at 31 March...
-
Nanette works for Piroz and is paid a basic wage of $1,000 a week. Piroz operates the following bonus scheme: (1) Each employee gets a bonus of $4 for every unit they produce in excess of 2,000 units...
-
A firm will operate at that output at which MC =MR a) Only is the short run b) Only in the long run c) In both the short run and the long run d) In neither the short run nor the long run
-
Create an application using the following names for the solution and project, respectively: Credit Card Solution and Credit Card Project. Save the application in the VB2015\ Chap03 folder. Change the...
-
Name a firm where practically all of the directors were independent, which did not prevent it from experiencing severe financial difficulties in 2002, the result of a lack of control over managers.
-
Jason Tierro, an inventory clerk at Lexmar Company, is responsible for taking a physical count of the goods on hand at the end of the year. He has been performing this duty for several years. This...
-
Complete the table with exact trigonometric function values. Do not use a calculator. sin 0 cos tan 0 cot sec 0 csc 0 60 3 1 23 ? ? 2 2 2 3 sin 0 cos tan 0 cot sec 0 CSC 0 60 3 2 12 23 2 3 (Simplify...
-
Create a Budget Analysis Report for the month of September, to include creating a Master Budget, and calculating the variance analyses between Actuals versus the Flexible Budget and versus the Master...
-
You find PBB Corp's 3.1% bonds at a price quote of ($)97.7 on the finra.org The bond pays semiannually and matures 6 months from now. The bond's YTM is %. You may round your final answer to 4 decimal...
-
The following information is provided for the first month of operations for Legal Services Inc.: Prepare a T-accounts to reflect the following business transaction: Legal Services Inc., was started...
-
What is the total current flowing through the series circuit pictured below? 3 A 4+ RI ww 10 V WWW. R3 6 V WwW.
-
Galaxy Sports Inc. manufactures and sells two styles of All Terrain Vehicles (ATVs), the Conquistador and Hurricane, from a single manufacturing facility. The manufacturing facility operates at 100%...
-
On January 1, a company issued 5%, 15-year bonds with a face amount of $80 million for $59,249,660 to yield 8%. Interest is paid semiannually. What was the interest expense at the effective interest...
-
Tyrone has already typed 100 words for an essay and can type 35 words per minute. Vanessa has already typed 120 words and can type 30 words per minute. In how many minutes will Tyrone and Vanessa...
-
Please put in on a table, thank you Cowboy Clothing issues 1,900 shares of its \( \$ 0.01 \) par value common stock to provide funds for further expansion. Assume the issue orice is \( \$ 13 \) per...
-
1. What is the semi-annually compounded interest rate if $200 accumulates to $318.77 in eight years? Answer in percentage with two decimal places. 2. What is the quarterly compounded interest rate if...
-
Carson Corporation stock sells for $17 per share, and youve decided to purchase as many shares as you possibly can. You have $31,000 available to invest. What is the maximum number of shares you can...
-
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.20 and the total portfolio is exactly as risky as the market, what must the beta be for...
-
Your grandfather invested $1,000 in a stock 50 years ago. Currently the value of his account is $324,000. What is his geometric return over this period?
-
Identify the uses of a financial planning model.
-
Eckarts Runners Inc. has the following data: Accounts receivable, May 31: (0.3 x May sales of $400,000) = $120,000. Monthly forecasted sales: June, $400,000; July, $440,000; August, $500,000;...
-
Pioneer Carpets has found that cash collections from customers tend to occur in the following pattern: Collected within cash discount period in month of sale Collected within cash discount period in...
Study smarter with the SolutionInn App