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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%

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0%

10%

5%

-0.5%

20%

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