The intercept of the best fit line formed by plotting the excess returns of a managers portfolio

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The intercept of the best fit line formed by plotting the excess returns of a manager’s portfolio on the excess returns of the market is best described as Jensen’s:

A. Beta.

B. Ratio.

C. Alpha.

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Investments Principles Of Portfolio And Equity Analysis

ISBN: 9780470915806

1st Edition

Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard

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Question Posted: Mar 22, 2024 12:00 AM

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The intercept of the best fit line formed by plotting the excess returns of a managers portfolio

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C is correct This is because of the p...View the full answer

Investments Principles Of Portfolio And Equity Analysis

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