Chee? Chew's portfolio has a beta of 1.29 and earned a return of 13.8 % during...

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Chee? Chew's portfolio has a beta of 1.29 and earned a return of13.8 % during the year just ended. The? risk-free rate is currently4.7 % . The return on the market portfolio during the year justended was 10.7 % .

a.Calculate? Jensen's measure? (Jensen's alpha) for? Chee'sportfolio for the year just ended.

b.Compare the performance of? Chee's portfolio found in part ato that of Carri? Uhl's portfolio, which has a? Jensen's measure ofnegative 0.17 . Which portfolio performed? better? Explain.

c.Use your findings in part a to discuss the performance of?Chee's portfolio during the period just ended.

a.The? Jensen's measure? (Jensen's alpha) for? Chee's portfoliois nothing . ?(Round to two decimal? places.)

b.? Chee's portfolio, with a JM of ? 1.36 -0.17 ?, outperformed?Carri's portfolio, with a JM of negative 0.17 . A ? positivenegative JM indicates that the ? actual required return exceeds the? actual required return. A ? positive negative return on aportfolio means that it did not earn its ? actual requiredreturn.??

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Chee? Chew's portfolio has a beta of 1.29 and earned a return of13.8 % during the year just ended. The? risk-free rate is currently4.7 % . The return on the market portfolio during the year justended was 10.7 % .a.Calculate? Jensen's measure? (Jensen's alpha) for? Chee'sportfolio for the year just ended.b.Compare the performance of? Chee's portfolio found in part ato that of Carri? Uhl's portfolio, which has a? Jensen's measure ofnegative 0.17 . Which portfolio performed? better? Explain.c.Use your findings in part a to discuss the performance of?Chee's portfolio during the period just ended.a.The? Jensen's measure? (Jensen's alpha) for? Chee's portfoliois nothing . ?(Round to two decimal? places.)b.? Chee's portfolio, with a JM of ? 1.36 -0.17 ?, outperformed?Carri's portfolio, with a JM of negative 0.17 . A ? positivenegative JM indicates that the ? actual required return exceeds the? actual required return. A ? positive negative return on aportfolio means that it did not earn its ? actual requiredreturn.??

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