Performance of Evaluation Measures Illustration 9
|
Particulars |
Average Return |
Beta |
Rf. |
| X |
10% |
0.67 |
5% |
| Y |
12% |
0.90 |
5% |
| Z |
15% |
1.25 |
5% |
| Market Index |
10% |
1.00 |
5% |
Calculate Jensen’s Measure.
Performance of Evaluation Measures Illustration 9
|
Particulars |
Average Return |
Beta |
Rf. |
| X |
10% |
0.67 |
5% |
| Y |
12% |
0.90 |
5% |
| Z |
15% |
1.25 |
5% |
| Market Index |
10% |
1.00 |
5% |
Calculate Jensen’s Measure.
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