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Course: Securities & Investments 1. The one-year standard deviation of your portfolio is 11.3 percent. What's the two-year standard deviation? A. 15.72% B. 16.21% C.

Course: Securities & Investments

1. The one-year standard deviation of your portfolio is 11.3 percent. What's the two-year standard deviation?

A. 15.72% B. 16.21% C. 16.54% D. 15.98%

2. Your portfolio actually earned 9.3 percent for the year. You were expecting to earn 12.5 percent based on the CAPM formula. What's Jensen's alpha if the portfolio standard deviation is 15.2 and beta is .84?

A. 3.2% B. 2.8% C. -3.2% D. -2.8%

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