subject
Business, 17.04.2020 00:27 kaydenceskyem

A portfolio generates an annual return of 13%, a beta of .7, and a standard deviation of 17%. The market index return is 14% and has a standard deviation of 21%. What is Jensen's alpha of the portfolio if the risk-free rate is 5%? Select one: A. .067 B. .078 C. .034 D. .017

ansver
Answers: 3

Another question on Business

question
Business, 22.06.2019 05:00
What is free trade? a. trade that is not subject to taxes or fees b. trade that governments do not interfere with c. trade with a high level of government regulation d. trade between states in the u.s. b
Answers: 1
question
Business, 22.06.2019 10:00
Cynthia is a hospitality worker in the lodging industry who prefers to cater to small groups of people. she might want to open a
Answers: 3
question
Business, 22.06.2019 10:30
The rybczynski theorem describes: (a) how commodity price changes influence real factor rewards (b) how commodity price changes influence relative factor rewards. (c) how changes in factor endowments cause changes in commodity outputs. (d) how trade leads to factor price equalization.
Answers: 1
question
Business, 22.06.2019 11:00
What is the advantage of developing criteria for assessing the effectiveness of business products and processes? a. assessment criteria are answers. b.assessment criteria are inexpensive. c.assessment criteria provide you with a list of relevant things to measure. d.assessment criteria provide you with a list of people to contact to learn more about process mentoring.
Answers: 3
You know the right answer?
A portfolio generates an annual return of 13%, a beta of .7, and a standard deviation of 17%. The ma...
Questions
question
English, 29.11.2021 20:20
question
Social Studies, 29.11.2021 20:20
question
Computers and Technology, 29.11.2021 20:20
question
Mathematics, 29.11.2021 20:20
Questions on the website: 13722362