A Portfolio with a Beta of 0 $-0.005$ B) $0.040$

question 24

Multiple Choice

A portfolio with a beta of 0.5 has a return of 5% and a standard deviation of 10%.If the risk-free rate is 2% and the market return is 9%,calculate the Jensen's alpha measure for the portfolio.

• A) \( -0.005 \)
• B) \( 0.040 \)
• C) \( 0.055 \)
• D) \( 0.057 \)

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