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
Answer: A
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