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Question 13 1 pts A portfolio generates an annual return of 13%, a beta of 1.7, and a standard deviation of 17%. The market index

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Question 13 1 pts A portfolio generates an annual return of 13%, a beta of 1.7, and a standard deviation of 17%. The market index return is 14% and has a variance of 4.41%. The risk-free rate is 5%. What is Jensen's alpha of the portfolio? 0 0.017 0 -0.073 -0.078 0.034

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