Homework answers / question archive / The following data are available relating to the performance of Wildcat Fund and the market portfolio:  Wildcat Market Portfolio Average return Standard deviations of returns 15% 25% 15% 20% Beta Residual standard deviation 1

The following data are available relating to the performance of Wildcat Fund and the market portfolio:  Wildcat Market Portfolio Average return Standard deviations of returns 15% 25% 15% 20% Beta Residual standard deviation 1

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The following data are available relating to the performance of Wildcat Fund and the market portfolio: 
Wildcat Market Portfolio Average return Standard deviations of returns 15% 25% 15% 20% Beta Residual standard deviation 1.225% 1.000% 
The rislc-free return during the sample period was 7%. 
Calculate Jensen's measure of performance for Padcat Fund. 

A.1.00%

B.8.80%

C.50.00%

D.44.00%