If the risk-free asset return is 0.028, the expected return on the market portfolio is 0.061, the

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If the risk-free asset return is 0.028, the expected return on the market portfolio is 0.061, the actual return on a stock is 0.053, and its beta is 3.6.

What is the Jensen's alpha (the difference between E(Ri) and actual return) of the stock?

Related Book For answer-question

Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Posted Date: May 05, 2023 05:46 AM

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If the risk-free asset return is 0.028, the expected return on the market portfolio is 0.061, the

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Investments Analysis and Management

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