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You manage a portfolio with a Beta of 1.4. The risk-free asset return was 1.2%. The stock index returned 18% this past year while your
You manage a portfolio with a Beta of 1.4. The risk-free asset return was 1.2%. The stock index returned 18% this past year while your portfolio earned 19.1%. What is your portfolio's Jensen's alpha?
| 6.7% | ||
| -5.62% | ||
| -1.10% | ||
| 16.8% |
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