Calculate the Risk Adjusted Return on the basis of Jensen measure (%)?

Consider the following information for three mutual funds:

Market Return 10%

Risk free return is 6%.

Calculate the Risk Adjusted Return on the basis of Jensen measure (%)?
A . 3.45, 7.78, 4.38
B . 2.50, 8.50, 6.60
C . 3.60, 2.40, 6.20
D . 3.65, 8.88, 9.36

View Answer

Answer: C