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Considering the following information (in the table), what is the alpha for portfolio A? Portfolio; Expected Return; Beta Risk-free; 10% ; 0 Market; 18% ;
Considering the following information (in the table), what is the alpha for portfolio A?
Portfolio; Expected Return; Beta
Risk-free; 10% ; 0
Market; 18% ; 1.0
A; 16% ; 0.8
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Fixed Income Securities Tools For Todays Markets
Authors: Bruce Tuckman, Angel Serrat
3rd Edition
0470891696, 978-0470891698
