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A portfolio has a total return of 17.5%, a beta of 1.6, and a standard deviation of 18.6%. If the risk free rate is 2.5%

A portfolio has a total return of 17.5%, a beta of 1.6, and a standard deviation of 18.6%. If the risk free rate is 2.5% and the market return is 10.2%, then Jensen's measure of this portfolio's performance is 4.23%. 3.95%. 2.68%. 1.14%.

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