Suppose the risk-free return is 6%. The beta of a managed portfolio is 1.5, the alpha is 3%, and the average return is 18%. Based on Jensen's measure of portfolio performance, you would calculate the return on the market portfolio as
A) 12%.
B) 14%.
C) 15%.
D) 16%.

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The Answer of Suppose the risk-free return is 6%. The beta of a managed portfolio is 1.5, the alpha is 3%, and the average return is 18%. Based on Jensen's measure of portfolio performance, you would calculate the return on the market portfolio as
A) 12%.
B) 14%.
C) 15%.
D) 16%.

Suppose the Risk-Free Return Is 6