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Under the Jensen approach, if the market rate of excess returns is 5.75 percent, a portfolio with beta of .9 should provide excess returns of

Under the Jensen approach, if the market rate of excess returns is 5.75 percent, a portfolio with beta of .9 should provide excess returns of

Question 4 options:

A)

5.175 percent

B)

4.5 percent

C)

5 percent

D)

There is not enough information to tell

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