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%
  答案:D
  答案解析:
  Explanation:
  各位考生想順利通過FRM考試,除了掌握專業(yè)知識(shí)和答題技巧之外,還可以關(guān)注高頓網(wǎng)校的精品網(wǎng)課,高頓網(wǎng)校專業(yè)講師為考生們提供考試復(fù)習(xí)筆記匯總,幫助考生更好地理解FRM知識(shí),高頓祝各位考生考試大捷!進(jìn)入直播>>
        FRM考試在線高清視頻指導(dǎo)