Section C (4 Mark)

Section C (4 Mark)

Consider the following information for three mutual funds:

Market Return 10%

Risk free return is 7%.

Calculate Jensen measure (%).
A . 1.70, 5.30, 3.40
B . 2.25, 3.78, 4.65
C . 4.35, 3.78, 2.53
D . 3.17, 4.58, 5.78

View Answer

Answer: A