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Based on the info below, compute Port. Cs Jensen's Alpha, in percentages : Portfolio Expected Return (10%) Standard Deviation (%) Beta A 10 30 0.75
Based on the info below, compute Port. Cs Jensen's Alpha, in percentages:
| Portfolio | Expected Return (10%) | Standard Deviation (%) | Beta |
| A | 10 | 30 | 0.75 |
| B | 15 | 25 | 1 |
| C | 18 | 40 | 1.1 |
| M | 15.7 | 15 | 1 |
| F | 5 | 0 | 0 |
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Business Finance
Authors: Ronald R. Pitfield
1st Edition
0852581513, 978-0852581513
