A B选项是真实存在的吗？还是只是用来凑选项瞎编的？

问题如下：

A manager is plotting the excess returns of his portfolio on the excess returns of the market, what could the intercept of the best fit line formed in the plotting be called?

选项：

A.

Jensen’s beta.

B.

Jensen’s ratio.

C.

Jensen’s alpha.

解释：

C is correct.

When plotting the excess returns of a manager’s portfolio on the excess returns of the market, the intercept of the best fit line in the graph is Jensen’s alpha and the slope of the line is the beta.