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The Following Data Are Available Relating to the Performance of Wildcat

question 17

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The following data are available relating to the performance of Wildcat Fund and the market portfolio:  Market  Wildcat  Portfolio  Average return 18%15% Standard deviations of returns 25%20% Beta 1.251.00 Residual standard deviation 2%0%\begin{array} { l c c } & & { \text { Market } } \\& \text { Wildcat } & \text { Portfolio } \\\text { Average return } & 18 \% & 15 \% \\\text { Standard deviations of returns } & 25 \% & 20 \% \\\text { Beta } & 1.25 & 1.00 \\\text { Residual standard deviation } & 2 \% & 0 \%\\\end{array} The risk-free return during the sample period was 7%. Calculate Jensen's measure of performance for Wildcat Fund.


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