Question

In regression of capital asset pricing model, an intercept of excess returns is classified as

a.

Sharpe's reward to variability ratio

b.

tenor's reward to volatility ratio

c.

Jensen's alpha

d.

tenor's variance to volatility ratio

Posted under Financial Management and Financial Markets

Answer: (c).Jensen's alpha

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Q. In regression of capital asset pricing model, an intercept of excess returns is classified as
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