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EOC Problems 9 - 2 Question 4 of 1 5 eBook Problem 9 - 2 Jensen's Alpha Suppose that the market return was 1 2

EOC Problems 9-2
Question 4 of 15
eBook
Problem 9-2 Jensen's Alpha
Suppose that the market return was 12% and the risk-free rate was 2%. What is the Jensen's alpha for these three portfolios?
\table[[,Return,beta],[Portfolio 1,9.00%,0.75],[Portfolio 2,15.00%,1.25],[Portfolio 3,10.00%,0.95]]
A) What is the alpha for portfolio 1?
The alpha for portfolio 1 is %. Round your answer to two decimal places.
B) What is the alpha for portfolio 2?
The alpha for portfolio 2 is %. Round your answer to the nearest two decimals.
C) What is the alpha for portfolio 3?
The alpha for portfolio 3 is %. Round your answer to the nearest two decimals.
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