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You have the following market information: the risk - free rate of return is 3 . 6 6 % and the market return is 7

You have the following market information: the risk-free rate of return is 3.66% and the market return is 7.89%. Your 60/40 model portfolio has the following statistics: a portfolio return of 7.68%, a standard deviation of 5.22%, and a beta of 1.17. What is the Jensen's Alpha for this portfolio?

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