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A portfolio has a beta of 1.25 and an actual return of 13.0 percent. The risk-free rate is 4.50 percent and the market risk premium

A portfolio has a beta of 1.25 and an actual return of 13.0 percent. The risk-free rate is 4.50 percent and the market risk premium is 8.2 percent. What is the value of Jensen's alpha?

A. -1.25 B. -1.14 C. -1.34 D. -1.01 E. -0.86

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