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DQuestion 6 5 pts You run a regression of the historical raw returns on Security J against the historical raw returns on the market. During

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DQuestion 6 5 pts You run a regression of the historical raw returns on Security J against the historical raw returns on the market. During this period, the average return on the market was 9.45 percent and the risk-free rate was 4.30%. The results of the regression are an intercept of 0.065 and a slope of 1.58. Given this information, determine Jensen's Alpha for Security J. o 8.349% 8.521% o 8.994% o 9.209%

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