Question: USE THIS DATA FOR QUESTIONS X AND X Portfolio Manager Actual Return Standard Deviation (0) Beta (B) Sharpe Ratio Treynor Ratio Bonnie Parker 10% 17.5%

USE THIS DATA FOR QUESTIONS X AND X Portfolio Manager Actual

USE THIS DATA FOR QUESTIONS X AND X Portfolio Manager Actual Return Standard Deviation (0) Beta (B) Sharpe Ratio Treynor Ratio Bonnie Parker 10% 17.5% 0.6 0.40 0.12 Clyde Barrow 15% 25.0% 1.5 0.48 0.08 Stock Market 12.5% 20.0% 0.46 0.09 Risk free 3.0% 0% 0 Question 37 2 pts Calculate the (Jensen) alpha for Parker. Write your answer as a percentage without the % sign. For example, if your answer is 50%, enter 50. Do not enter 0.50

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