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

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 Portfolio M Avg Return 35.00% 28.00% Beta 1.50 1.00 St. Deviation 20.00% 30.00% What is Jensen's a of portfolio P

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