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You are considering investing in a hedge fund that has consistently generated an alpha over the past ten years. For the upcoming year, the risk-free

You are considering investing in a hedge fund that has consistently generated an alpha over the past ten years.

For the upcoming year, the risk-free rate is expected to be 3%, the hedge fund's beta is 1.1, the market expected return is 10%, and the hedge fund's alpha is expected to be -2/0%.

Given this information, the expected return of the hedge fund is greater than that of the market for the upcoming year. True or false?

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