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Your investment portfolio had an annualized standard deviation of 41%, a beta of -0.5, and an actual annual return of 27%. The average annual risk-free
Your investment portfolio had an annualized standard deviation of 41%, a beta of -0.5, and an actual annual return of 27%. The average annual risk-free rate in the economy during that period was 2.7%. The market risk premium was 7.1%. What was your portfolio's Alpha? Write your answer out to three decimals
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