A stock has a return of 16.9 percent,a standard deviation of 11.7 percent,and a beta of 1.50.The risk-free rate is 2.89 percent and the market risk premium is 8.45 percent.What is the Jensen-Treynor alpha of this stock?
A) −1.37 percent
B) −1.09 percent
C) −0.48 percent
D) 0.89 percent
E) 1.05 percent
Correct Answer:
Verified
Q60: A portfolio has an average return of
Q61: What is the Treynor ratio of a
Q62: A portfolio has a Jensen's alpha of
Q63: A portfolio has a standard deviation of
Q64: Lester has a portfolio with an average
Q66: You have a portfolio which has an
Q67: Your portfolio has an expected annual return
Q68: What is Jensen's alpha of a portfolio
Q69: A portfolio has an average return of
Q70: Your portfolio has a standard deviation of
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents