Chartered Financial Analyst Level 1
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An investor gathers the following information about a portfolio and the market.
Return Standard Deviation of Returns Beta Portfolio 11% 4% 1.2 Market 10% 3% 1.0
If the risk-free rate is 3%, Jensen's alpha for the portfolio is:
An investor gathers the following information about a portfolio and the market.
| Return Standard | Deviation of Returns | Beta | |
|---|---|---|---|
| Portfolio | 11% | 4% | 1.2 |
| Market | 10% | 3% | 1.0 |
If the risk-free rate is 3%, Jensen's alpha for the portfolio is:
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