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Question 3 (0.4 points) The following data are available for three portfolios and the market for a recent 10-year period. Which portfolio has highest Jensen's
Question 3 (0.4 points) The following data are available for three portfolios and the market for a recent 10-year period. Which portfolio has highest Jensen's alpha conditioning on CAPM risk-adjusted return? Portfolio Return (%) Std.Dev. (%) Beta 1 14 21 1.15 2 16 24 1.00 3 20 28 1.25 S&P 500 12 20 Risk-free rate 4 3 O2 S&P 500 1
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