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What is the Jensen alpha measure for the portfolio based on the following information? R_portfolio = 9% St. Dev._portfolio = 6.8% Beta_portfolio = 0. 85

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What is the Jensen alpha measure for the portfolio based on the following information? R_portfolio = 9% St. Dev._portfolio = 6.8% Beta_portfolio = 0. 85 T-Bills Rate = 1.4% R_Market = 13% St.DeV_Market = 18.7% 0 2.05% 2.26% -2.05% -2.26%

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