上海財經(jīng)大學(xué)注冊會計師名師班
　　習(xí)題：
　　Exercise:
　　Portfolio Q has a beta of 0.7, an expected return of 12.8%. The market risk premium is 5.25%. The risk-free rate is 4.85%. Calculate Jensen';s alpha measure for portfolio Q.
　　A.       7.67%
　　B.       2.70%
　　C.      5.73%
　　D.      4.27%
　　解析：
　　Answer: D.
 
　　Explanation:
　　知識點：
　　Jensen Alpha
　　The Jensen Alpha is the asset’s excess return over the return predicted by the CAPM:
 

 
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