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You have the following information: Portfolio Average Return Std.Dev Beta A 14.7% 18.6% 1.47 B 8.8 14.2 0.78 C 11.2 16.0 1.22 The risk-free rate

You have the following information:

Portfolio Average Return Std.Dev Beta

A 14.7% 18.6% 1.47

B 8.8 14.2 0.78

C 11.2 16.0 1.22

The risk-free rate is 4.5% and the market risk premium is 7%. What is Jensens alpha of a portfolio comprised of 40% portfolio A and 60% of portfolio C?

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