A portfolio has a Jensen's alpha of 0.82 percent, a beta of1.40, and a CAPM expected return
Fantastic news! We've Found the answer you've been seeking!
Question:
A portfolio has a Jensen's alpha of 0.82 percent, a beta of1.40, and a CAPM expected return of 13.7 percent. The risk-freerate is 2.5 percent. What is the actual return of the portfolio?
15.5%;
16.1%;
16.8%,
19.6%;
21.9%
Expert Answer:
Related Book For 
Posted Date:
