What was the portfolios jensens


Stanley is a portfolio manager. His fund earned a return of 14.2 percent with a standard deviation of 19.01 percent. The risk free rate for the period was 2.5 percent, the Market Risk Premium was 11.4 percent, and the portfolio beta was 1.04. Given this information, what was the portfolio's Jensen's alpha? Show your answer to three decimal places.

Request for Solution File

Ask an Expert for Answer!!
Financial Management: What was the portfolios jensens
Reference No:- TGS02413707

Expected delivery within 24 Hours