For the Last Quarter, the Return for Portfolio a Was

question 47

Multiple Choice

For the last quarter, the return for Portfolio A was 6.2% with a beta of .9. The market return was 7.6% and the riskfree return was 2.8%. The ex post alpha for Portfolio A is .5 and the error for Portfolio A's excess returns is

• A) -1.24%.
• B) .96%.
• C) - .96%.
• D) .72%.

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Definitions:

Self-awareness Theory

A psychological concept proposing that self-focused attention leads individuals to compare their behavior to internal standards and values.

Negative Self-awareness

A heightened state of self-consciousness where an individual excessively focuses on personal flaws or deficiencies, often leading to feelings of inadequacy or inferiority.

Cognitive Faculties

Cognitive faculties are mental capabilities such as thinking, reasoning, problem-solving, and memory that are crucial for processing information and understanding the world.

Neurotic Tendencies

Behaviors or personality traits characterized by mood swings, anxiety, irritability, or other emotional instability.