Multiple Choice
A stock has a return of 16.18% and a beta of 1.47. The market return is 10.65% and the risk-free rate is 3.20%. What is the Jensen-Treynor alpha of this stock?
A) −1.12%
B) −.17%
C) .66%
D) 1.38%
E) 1.59%
Correct Answer:
Verified
Correct Answer:
Verified
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