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A portfolio generates an anmual return of 10, beta of 1.1 , and a standard deviation of 15. The market index return is 5 and

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A portfolio generates an anmual return of \10, beta of 1.1 , and a standard deviation of \15. The market index return is \5 and has a standard deviation of \8. What is Jensen's alpha of the portfolio if the risk-free rate is \1 ? A. 0.027 B. 0.038 C. 0.056 D. 0.046

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