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6. A Mutual Fund delivered a Return of 12% last year. A local Benchmark Index delivered 10%. The local Risk Free Rate was 0.9% 6.a
6. A Mutual Fund delivered a Return of 12% last year. A local Benchmark Index delivered 10%. The local Risk Free Rate was 0.9% 6.a Calculate the Fund's Beta? Show your workings (2 marks) 6.b Calculate the Fund's (Jensen's) Alpha? Show your workings (3 marks) 6.C Give three examples of Smart Beta Factors & define them
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