Over a three-year period, the average annual return on a portfolio was 20 percent and the beta
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Over a three-year period, the average annual return on a portfolio was 20 percent and the beta for the portfolio was 1.25. During the same period, the average annual return on 90-day Treasury bills was 5 percent and the average return on the market portfolio was 15 percent. What is Jensen’s alpha for this portfolio during this period?
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Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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