Mentioned below is the information regarding three mutual funds – Reliance, TATA, SBI and the Market Index.
The Risk free return rate is 5%. Calculate the Jensen Measure of RELIANCE, TATA, & SBI Fund.
A . 0.60, C 1.65, C 1.45
B . 0.60,1.65,1.45
C . 1.65, C 1.65, C 1.45
D . None of the above
Answer: A