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A portfolio generates an annual return of 13%, a beta of 7, and a standard deviation of 17%. The market index return i 14% and

A portfolio generates an annual return of 13%, a beta of 7, and a standard deviation of 17%. The market index return i 14% and has a standad deviation of 21%. What is Jensen's alpha of the portfolio if the risk-free rate is 5%? 017 .034 078 067

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