Question: . Using the portfolio information in the Table below, calculate the Jensen's measure of this portfolio. Portfolio value (1/7/2020) $325,000 S&P 500 10.5% Return on

. Using the portfolio information in the Table below, calculate the Jensen's measure of this portfolio. Portfolio value (1/7/2020) $325,000 S&P 500 10.5% Return on Index Portfolio beta Risk free rate 1.5 7% Portfolio value (30/11/2020) $355,000 Realized appreciation (when $3,000 a stock was sold) Unrealized appreciation $27,000 Dividends received $10,500 New funds invested or None withdrawn a. 21% b. 0.21% c. 12.46% d. 7.21%
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