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You've collected the following historical information for a mutual fund. What is Jensen's alpha for the fund? Return on risky portfolio: 10% Beta of risky

You've collected the following historical information for a mutual fund. What is Jensen's alpha for the fund?

Return on risky portfolio: 10% Beta of risky portfolio: 0.5 Treasury bill rate: 3% Return on S&P 500: 5.2%

A. 5.9% B. 5.5% C. 6.1% D. 6.3%

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