Question: Question 4 2 points Save An: You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y

Question 4 2 points Save An: You are given the following

Question 4 2 points Save An: You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 11% 11 8 10 3 OP 29% 24 14 19 0 Bp 1.33 1.10 0.75 1.00 0 What is the percentage Jensen's alpha of portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your ratio answers to 2 decimal places. )

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