Question: correct answer Evaluating a portfolio using Jensen's alpha Select one: O A. indicates the portfolio's return per unit of risk. O B. indicates the portfolios

correct answer

Evaluating a portfolio using Jensen's alpha Select one: O A. indicates the portfolio's return per unit of risk. O B. indicates the portfolios return per unit of systematic risk. O . indicates how the portfolio moves with the market. U D. indicates the portfolio's return differential with the market portfolio, assuming their risk is equalised. E. indicates the portfolios absolute level of return over and above that predicted by the CAPM

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