The return from the market last year was 10% and the risk free rate was 5%. A

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The return from the market last year was 10% and the risk‐ free rate was 5%. A hedge fund manager with a beta of 0.6 has an alpha of 4%. What return did the hedge fund manager earn?

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Risk Management And Financial Institutions

ISBN: 9781119932482

6th Edition

Authors: John C Hull

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Question Posted: Mar 03, 2024 03:00 AM

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The return from the market last year was 10% and the risk free rate was 5%. A

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Risk Management And Financial Institutions

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