During a particular year, the T-bill rate was 6%, the market return was 14%, and a portfolio
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During a particular year, the T-bill rate was 6%, the market return was 14%, and a portfolio manager with beta of .5 realized a return of 10%. What was the manager’s alpha?
.P-96
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Related Book For
ISE Investments
ISBN: 9781266085963
13th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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