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Compute the expected market return for the Tiger Fund using Jensen's alpha and the capital asset pricing model, given the following information: Tiger Fund beta
Compute the expected market return for the Tiger Fund using Jensen's alpha and the capital asset pricing model, given the following information:
Tiger Fund beta = 1.4
Tiger Fund 1-year return = 12%
Risk-free rate = 3%
Tiger Fund alpha = 0.7%
a. 6.43%.
b. 6.88%.
c. 7.62%.
d. 8.93%.
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