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You run a regression of the historical raw returns on Security J against the historical raw returns on the market. During this period, the average

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You run a regression of the historical raw returns on Security J against the historical raw returns on the market. During this period, the average return on the market was 9.45 percent and the risk-free rate was 4.30%. The results of the regression are an intercept of 0.065 and a slope of 1.47. Given this information, determine Jensen's Alpha for Security J. 8.349% 8.779% 8.994% 8.521% 9.209%

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