During the past year, the stock market had a return of 8%, while the risk-free rate of

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During the past year, the stock market had a return of 8%, while the risk-free rate of return was 3%. Fund B had a realized return of 12%, a standard deviation of 15, and a beta of 1.20.

What is Jensen's alpha for the fund?

Related Book For answer-question

Intermediate Financial Management

ISBN: 978-1285850030

12th edition

Authors: Eugene F. Brigham, Phillip R. Daves

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Posted Date: Mar 20, 2024 01:44 AM

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During the past year, the stock market had a return of 8%, while the risk-free rate of

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Intermediate Financial Management

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