What is Jensen's alpha of a portfolio comprised of 30 percent portfolio A and 70 percent of portfolio B? The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent.
A) -1.25 percent
B) 0.47 percent
C) 1.08 percent
D) 1.46 percent
E) 1.85 percent

Question

What is Jensen's alpha of a portfolio comprised of 30 percent portfolio A and 70 percent of portfolio B?  The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent.
A) -1.25 percent 
B) 0.47 percent 
C) 1.08 percent 
D) 1.46 percent 
E) 1.85 percent

Quizplus · Accepted Answer

The Answer of What is Jensen's alpha of a portfolio comprised of 30 percent portfolio A and 70 percent of portfolio B?  The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent.
A) -1.25 percent 
B) 0.47 percent 
C) 1.08 percent 
D) 1.46 percent 
E) 1.85 percent

What Is Jensen's Alpha of a Portfolio Comprised of 30