A Portfolio Has a Total Return of 10

question 35

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

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Definitions:

Parkinson's Disease

A progressive neurological disorder that affects movement, often including tremors and stiffness.

Dopamine

A neurotransmitter involved in many functions, including mood, sleep, learning, motivation, and the reward system, often associated with feelings of pleasure and satisfaction.

Endocrine System

The endocrine system is a network of glands in the body that produces and secretes hormones directly into the bloodstream to regulate bodily functions.

Pituitary Gland

A pea-sized gland located at the base of the brain, often termed the "master gland," because it controls various hormonal functions of other endocrine glands.