allynalbers2916 allynalbers2916
  • 22-02-2024
  • Business
contestada

A financial analyst collects the following data on the Tiger Fund during a period in which the risk-free rate is 3% :

Tiger Fund bet = 1.4 Tiger Fund 1-Year Return = 12% Tiger Fund Alpha = 0.7%

The expected return on the market portfolio using Jensen's alpha is closest to

a. 6.43%
b. 6.88%.
c. 7.62%
d. 8.93%

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