Multiple Choice
A portfolio has a Jensen's alpha of .93%, a beta of 1.45, and a CAPM expected return of 8.8%. The risk-free rate is 2.5%. What is the actual return of the portfolio?
A) 5.53%
B) 6.17%
C) 7.83%
D) 9.73%
E) 21.9%
Correct Answer:
Verified
Correct Answer:
Verified
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