Question: 11. Using the portfolio information in the Table below, calculate the Jensen's measure of this portfolio Portfolio value (1/7/2020) $325,000 Return on S&P 500 10.5%

11. Using the portfolio information in the Table below, calculate the

11. Using the portfolio information in the Table below, calculate the Jensen's measure of this portfolio Portfolio value (1/7/2020) $325,000 Return on S&P 500 10.5% Index Portfolio beta 1.5 Risk free rate 7% Portfolio value (30/11/2020) $355,000 Realized appreciation (when $3,000 a stock was sold) Unrealized appreciation $27,000 Dividends received $10,500 New funds invested or None withdrawn a. 21% b. 0.21% C. 12.46% d. 7.21%

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