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1. Let the risk-free rate be 4%. The portfolio beta is 1.2, the alpha is 1% and the portfolio return is 14%. Based on Jensen's

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1. Let the risk-free rate be 4%. The portfolio beta is 1.2, the alpha is 1% and the portfolio return is 14%. Based on Jensen's measure of portfolio performance, what is the return on the market? (a) (b) (c) (d) 11.5% 14.0% 15.0% 16.0%

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