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Question 1 (2.5 points) A portfolio with a Beta of 1.55 generated a return of 12% during a period when the market generated a return
Question 1 (2.5 points) A portfolio with a Beta of 1.55 generated a return of 12% during a period when the market generated a return of 9% and the risk-free rate was 3%. According to Jensen's alpha, the portfolio generated a negative risk-adjusted return generated a positive risk-adjusted return 2. generated a zero risk-adjusted return 5 Question 2 (2.5 points) Saved Sam has taken a short position in 100 shares of ACME Corp. stock at $32/share. If he wished to limit his loss to no more than $650.00, he could place a order at share. 3
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