A Portfolio Has a Total Return of 10

question 42

Multiple Choice

A portfolio has a total return of 10.5%, a beta of 0.72 and a standard deviation of 6.3%. The risk-free rate is 3.8%, the market return is 12.4%. Jensen's measure of this portfolio's performance is

• A) 4.3%.
• B) 9.3%.
• C) 0.5%.
• D) 7.9%.

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Definitions:

Night Terrors

Episodes of intense fear that occur during sleep, often involving screaming, thrashing, and a feeling of terror upon awakening.

Parasomnia

A category of sleep disorders that involve unwanted, disruptive motor or verbal activities during sleep, such as sleepwalking or night terrors.

Obstructive Sleep Apnea

A sleep disorder characterized by pauses in breathing or periods of shallow breathing during sleep, typically due to obstruction of the airway.

Hypothalamus

A region of the brain that plays a crucial role in many important functions, including releasing hormones and regulating body temperature.