Use the following information to answer the next two questions

You run a regression of weekly returns of Suncor Energy Inc. on the S&P/TSX Composite Index and come up with the following output for the period 2011-2015.

RSun=0.25%+0.75RSP/TSX R2=85% (Standard error=0.1)

The annual risk-free rate is 5%.

Estimate the annual Jensen alpha for this stock Question 28 options:

0.5146

0.3870

0.1248

0.0239