Question: multiple choice 2.6 4.0 8.67 31.43 The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Market Portfolio

multiple choice

2.6

4.0

8.67

31.43

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Market Portfolio Sooner 20% Average return 118 Standard reviations of returns 448 198 Beta 1.8 1.0 Residual standard deviation 2.0% 0.08 The risk-free return during the sample period was 3%. Calculate the Jensen measure of performance evaluation for Sooner Stock Fund

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