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coefficients for four investment portfolios are given below: ACTUAL RETURN 8.8% 10.8% 9.6% 8.6% Portfolios Craftbrew HueyLewis Halle-Berry ClinTrump BETA .9 1.25 1.15 0.85 Assume
coefficients for four investment portfolios are given below: ACTUAL RETURN 8.8% 10.8% 9.6% 8.6% Portfolios Craftbrew HueyLewis Halle-Berry ClinTrump BETA .9 1.25 1.15 0.85 Assume the risk-free rate was 30and the teturn on the S&P 500 during this time period was 9% Calculate the Jensen alphas for each of the above portfolios and indicate if each portfolio under-performed or out- performed
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