Question: Consider the following data for a particular sample period when returns were high. The T-Bill rate is 6% (Put answer in % not in decimal,

Consider the following data for a particular sample period when returns were high. The T-Bill rate is 6% (Put answer in % not in decimal, e.g. 10 for 10% not 0.10)

Portfolio P - Avg Return 35.00% , Beta 1.50 , St. Deviation 20.00%

Portfolio M - Avg Return 28.00% ,Beta 1.00 , St. Deviation 30.00%

What is Jensen's a of portfolio P?

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