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Suppose the risk-free return is 6%. The beta of a managed portfolio is 1.5, the alpha is 3% and the average return is 18%. Based

Suppose the risk-free return is 6%. The beta of a managed portfolio is 1.5, the alpha is 3% and the average return is 18%. Based on Jensons measure of the portfolio performance, you would calculate the return on the market portfolio as? (3).

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