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Your portfolio actually earned 4.39% for the year. You were expecting to earn 6.27% based on the CAPM formula. What is Jensen's alpha if the

Your portfolio actually earned 4.39% for the year. You were expecting to earn 6.27% based on the CAPM formula. What is Jensen's alpha if the portfolio standard deviation is 12.1% and the beta is .99? Multiple Choice -5.28% -3.40% -2.34% -2.40%

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