财会经济>CFA特许金融分析师 > CFA考试(Level Ⅰ)
CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2692988
1. Last year, a portfolio manager earned a return of 12%. The portfolio's beta was 1.5. For the same period, the market return was 7.5%,and the average risk-free rate was 2.7%. Jensen's alpha for this portfolio is closest to:
  • A.2.10%
  • B.4.50%
  • C.0.75%

登录后查看答案及解析

选择购买的题库