The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index. Fund Average Return Standard Deviation Beta A 22.9% 24% 1.4 S&P 500 15.7% 19% 1 Risk-free 3.5% Calculate the Jensen's alpha measure of performance for Fund A only. ENTER your answer using THREE DECIMAL places. Use the correct sign if the answer is negative! Example: -1.234

The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index. Fund Average Return Standard Deviation Beta A 22.9% 24% 1.4 S&P 500 15.7% 19% 1...

The average return, standard deviation, and beta for Fund A is given below along with data for the S&P 500 Index.

Calculate the Jensen's alpha measure of performance for Fund A only.

ENTER your answer using THREE DECIMAL places.

Use the correct sign if the answer is negative! Example: -1.234

Jun 09, 2022