The International Growth Fund's (IGF) return exceeds the risk- free rate by 14.2%. IGF has a beta of 1.3, the risk-free rate is 3.2%, and the relevant market risk premium is 10%. Jensen's alpha for IGF is closest to: Select one O A. -2.0. OB. +1.96. O C. +1.2. O D. +5.2.

The International Growth Fund's (IGF) return exceeds the riskfree rate by 14.2%. IGF has a beta of 1.3 , the risk-free rate is 3.2%, and the relevant market risk premium is 10%. Jensen's alpha for IGF is closest to: Select one A. -2.0 . B. +1.96 . C. +1.2 . D. +5,2