The actual results of the portfolios and market index during the past three years are given below:
Portfolio |
Return |
Beta |
Risk free rate |
Birla |
15% |
1.2 |
9 |
Kotak |
16% |
1.5 |
9 |
Reliance |
12% |
0.8 |
9 |
Market index |
13% |
1.0 |
9 |
You are required to rank as per Jensen’s measure of portfolio return.
Â
54 Comments