Business, 12.11.2020 18:30 hernandezbrandon059

What is Jensen's alpha of a portfolio comprised of 45 percent portfolio A and 55 percent of portfolio B? PortfolioAverage ReturnStandard DeviationBeta
A18.9%21.6%1.92
B13.2 12.8 1.27

The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent.
2.04 percent

0.47 percent

1.08 percent

1.46 percent

−1.25 percent

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What is Jensen's alpha of a portfolio comprised of 45 percent portfolio A and 55 percent of portfoli...