Question: Need this example question answered that will help me study for my final please!!! The following data are available relating to the performance of Friedman

Need this example question answered that will help me study for my final please!!!

The following data are available relating to the performance of Friedman Stock Fund and the market portfolio: Friedman Market Portfolio Average return 16% 12% Standard deviations of returns 26% 22% Beta 1.15 1.00 Residual standard deviation 1% 0% The risk-free return during the sample period was 4%. Calculate Jensen's measure of performance for Friedman Stock Fund. What is Jensen's measure of performance for the market? O a. 4.40%; 8.00% O b. 1.00%; 0.00% O c. 2.80%; 0.00% O d. 50.00%; 8.00%

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