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A portfolio has an alpha of 2.2%, beta of 1.4 and average return of 15%. The return on the market portfolio is 12%. Based on

A portfolio has an alpha of 2.2%, beta of 1.4 and average return of 15%. The return on the market portfolio is 12%. Based on Jensen's measure, the risk-free return would be a. 5% O b. 12% O c. 1% d. 10% e. 4.5%

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