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A portfolio had a return of 12% with a beta of 1.2 while the S&P 500 had a return of 11% and the risk free

  1. A portfolio had a return of 12% with a beta of 1.2 while the S&P 500 had a return of 11% and the risk free rate was 1%.

    What is Jensen's alpha for the portfolio?

    +2%

    Not enough information to determine

    +1%

    -1%

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