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A portfolio generates an annual return of 13%, a beta of 0.7, and a standard deviation of 17%. The market index risk premium is 9%

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A portfolio generates an annual return of 13%, a beta of 0.7, and a standard deviation of 17%. The market index risk premium is 9% and has a standard deviation of 21%. What is Jensen's alpha of the portfolio if the risk-free rate is 5%? 0.03 0.017 0.052 0.067

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