You are given the following data: Risk-free rate is 2.7 per cent, the market return is 7.7 per cent and market volatility is 17.3 per cent. The return of a portfolio is 12.1 per cent, its volatility is 31.3, and its beta 1.3. Calculate the (Jensen's alpha) for the portfolio in percent.

Answer rating: 100% (QA)

Jensens alpha is a measure of riskadjusted performance that ... View the full answer