Question: Exhibit 25.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) The last year's performance for four mutual funds is presented below. The market return was

Exhibit 25.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) The

Exhibit 25.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) The last year's performance for four mutual funds is presented below. The market return was 10.70%, last year with a standard deviation of 13.1% and the risk-free rate of return was 5%. Fund A B D Beta 1.50 1.20 0.90 0.50 Standard Deviation (%) 18.95 12.41 9.30 8.10 Return (%) 12.5 13.0 11.2 9.5 a. 23. Refer to Exhibit 25.11. Compute the Jensen Measure for the B fund. 1.16% b. 2.31% 6.90% d. 9.60% 10.13% c. ooo e

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