Question: Your portfolio returned 12.6% last year, with a beta equal to 2.2. The market return was 9.5%, and the risk-free rate 4.8%. Did you earn
Your portfolio returned 12.6% last year, with a beta equal to 2.2. The market return was 9.5%, and the risk-free rate 4.8%. Did you earn more or less than the required rate of retum on your portfolio? (Use Jensen's measure.) The Jensen's measure for your portfolio in % (Round to two decimal places.) You camed the required rate of return on your portfolio (Select from the drop-down menu.)
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