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A portfolio has a beta of 1.32 and an actual return of 12.6%. The risk-free rate is 4.5% and the market risk premium is 7%.

A portfolio has a beta of 1.32 and an actual return of 12.6%. The risk-free rate is 4.5% and the market risk premium is 7%. What is Jensen's alpha of the portfolio? -2.01% -135% -1.76%

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