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p5 Based on the following data: Assume T-bill rate is 6% What is Alpha of Portfolio P? Average return Beta Standard deviation Tracking errors (e)

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p5 Based on the following data: Assume T-bill rate is 6% What is Alpha of Portfolio P? Average return Beta Standard deviation Tracking errors (e) Portfolio P Market M 34% 28% 1.20 1.00 42% 30% 18% 2.6 1.6

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