Question: multiple-choice questions QUESTION 1 6 points SaVe Answer You want to evaluate three mutual funds using the Jensen measure for performance evaluation. The risk-free return

multiple-choice questions

QUESTION 1 6 points SaVe Answer You want to evaluate three mutual funds using the Jensen measure for performance evaluation. The risk-free return during the sample period is 6%, and the average return on the market portfolio is 18%. The average returns, standard deviations, and betas for the three funds are given below. Average return Standard deviation Beta Fund A 20% 20% 1.1 Fund B 18% 25% 1 Fund C 16% 30% 0.9 The fund with the highest Jensen measure is O A. Funds A and C (tied for highest). 0 B. Fund A. O C. Fund C. O D. Funds A and B (tied for highest). 0 E. Fund B. QUESTION 2 6 points Save Answer Which of the following is n_m: a behaviour bias? 0 A. Overconficlence O B. Mental accounting 0 C. Framing O D. Regret avoidance Q E. Prospect theory

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