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4. Suppose you have a portfolio made up of two assets, A and B. At the beginning of a year, Asset A has a beta

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4. Suppose you have a portfolio made up of two assets, A and B. At the beginning of a year, Asset A has a beta of 1.14, while Asset B has a beta of 1.69. You have 60% in A and 40% in B. The risk free rate is 3% and the market risk premium is 9%. If at the end of the year, you see that you generated a return of 16%, what is your Jenson's Alpha on the portfolio? .76% b. -1.61% -4.84% d. 1.81% a. C

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