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63. A portfolio has a J ensen's alpha of 0.82 percent, a beta of 1.40, and a CAPM expected return of 13.7 percent. The risk-free
63. A portfolio has a J ensen's alpha of 0.82 percent, a beta of 1.40, and a CAPM expected return of 13.7 percent. The risk-free rate is 2.5 percent. What is the actual return of the portfolio? A. 15.5 percent B. 16.1 percent C. 16.8 percent D. 19.6 percent E. 21.9 percent
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Financial And Managerial Accounting
Authors: Jan R. Williams, Joseph V. Carcello, Mark S. Bettner, Sue Haka, Susan F. Haka
14th International Edition
0071101217, 9780071101219
