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What is the Jensen alpha measure for the portfolio? R portfolio = 20% St. Dev. portfolio = 30% Beta portfolio = 1.5 R Market =
What is the Jensen alpha measure for the portfolio?
Rportfolio = 20% St. Dev. portfolio = 30% Betaportfolio = 1.5
RMarket = 15% St. Dev. Market = 19%
T-Bills Rate = 5%
Group of answer choices
0%
10%
5%
-0.5%
20%
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