In regression of capital asset pricing model, an intercept of excess returns is classified as Options: A . &nbspSharpe's reward to variability ratio B . &nbsptenor's reward to volatility ratio C . &nbspJensen's alpha D . &nbsptenor's variance to volatility ratio

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

Question

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

Options:

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

Answer: Option C
Answer: (c).Jensen's alpha

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