USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

question 74

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
The last year's performance for four mutual funds is presented below. The market return was 10.70 percent, the standard deviation was 13.1 percent last year, and the risk-free rate of return was 5%.

-Refer to Exhibit 18.7. Compute the Jensen Measure for the B fund.

• A) 1.16%
• B) 2.31%
• C) 6.90%
• D) 9.60%
• E) 10.13%