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the following information for four portfolios, the market and the risk free rate (RFR): Portfolio Return Beta SD A1 0.15 1.25 0.182 A2 0.1 0.9

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the following information for four portfolios, the market and the risk free rate (RFR): Portfolio Return Beta SD A1 0.15 1.25 0.182 A2 0.1 0.9 0.223 A3 0.12 1.1 0.138 A4 0.08 0.8 0.125 Market 0.11 1 0.2 RFR 0.03 0 0 -Refer to Exhibit 25.9. Calculate the Jensen alpha Measure for each portfolio. A)A1 = 0.014, A2 = -0.002, A3= 0.002, A4 = -0.02 B)A1=0.002, A2= -0.02, A3=0.002, A4 = -0.014 C)A1=0.02, A2=-0.002, A3=0.002, A4 = -0.014 D)A1=0.02, A2=-0.002, A3=0.02, A4 = -0.14 E)None of the above

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