## Answers

Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

Cell reference -

Hope it will help, please do comment if you need any further explanation. Your feedback would be highly appreciated.

Risk free return 0.02 on 0.72 Mutual Fund Market Portfolio Mean return 0.07 0.2 0.1 Standard deviation 0.25 0.18 Correlation with market 0.36 0.5 Beta =(C8*c7)/$E$7 =(D8*D7)/$E$7 =(E8*E7)/$E$7 Normative return =$C$3+C9*($E$6-$C$3) =$C$3+D9*($E$6-$C$3) =$C$3+E9*($E$6-$C$3) Jensen's alpha =C6-C10 =D6-D10 =E6-E10

Risk free return 0.02 Mutual Fund А Market Portfolio Mean return 0.07 0.2 0.1 Standard deviation 0.25 0.72 0.18 Correlation with market 0.36 0.5 Beta =(C8*C7)/$E$7 =(D8*D7)/$E$7 =(E8*E7)/$E$7 Normative return =$C$3+C9*($E$6-$C$3) =$C$3+D9*($E$6-$C$3) =$C$3+E9*($E$6-$C$3) Jensen's alpha =C6-C10 =D6-D10 =E6-E10

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