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Suppose that a fund with an alpha of 2.3% has a correlation with the market of .54, what is its R squared? A. .1541 B.
Suppose that a fund with an alpha of 2.3% has a correlation with the market of .54, what is its R squared?
A. | .1541 | |
B. | .2916 | |
C. | .3449 | |
D. | 1.34 |
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