Portfolio Q has a beta of 0.7 and an expected return of 12.8%. The market risk premium is 5.25%. The risk-free rate is 4.85%. Calculate Jensen's Alpha measure for Portfolio Q. | Financial Risk Manager Part 2 Quiz - LeetQuiz
Financial Risk Manager Part 2
Get started today
Ultimate access to all questions.
Comments
Loading comments...
Portfolio Q has a beta of 0.7 and an expected return of 12.8%. The market risk premium is 5.25%. The risk-free rate is 4.85%. Calculate Jensen's Alpha measure for Portfolio Q.
