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Your fund has had the following returns (in excess of the risk-free rate, and annualized), over the last 12 months: Month Fund excess return (annualized)
Your fund has had the following returns (in excess of the risk-free rate, and annualized), over the last 12 months:
Month | Fund excess return (annualized) | Market excess return (annualized) |
1 | 17.5% | 5.8% |
2 | 8.0% | 12.7% |
3 | -19.0% | -1.4% |
4 | 6.2% | 16.0% |
5 | 13.3% | 6.5% |
6 | 9.4% | 9.4% |
7 | 36.3% | 37.4% |
8 | 9.2% | 26.6% |
9 | 14.8% | 9.9% |
10 | 9.3% | 6.0% |
11 | -2.5% | -21.6% |
12 | 12.5% | 0.1% |
What is the fund's Jensen's Alpha over the market, and the fund's market beta? (Use a decimal number, do not round)
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