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The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Average return Standard reviations of returns Beta Residual

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The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Average return Standard reviations of returns Beta Residual standard deviation Market Sooner Portfolio 20% 11% 44% 19% 1.8 1.0 2.0% 0.0% The risk-free return during the sample period was 3%. Calculate the Jensen measure of performance evaluation for Sooner Stock Fund

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