Multiple Choice
A stock has a return of 16.9%, a standard deviation of 11.7%, and a beta of 1.50. The risk-free rate is 2.89% and the market risk premium is 8.45%. What is the Jensen-Treynor alpha of this stock?
A) −1.37%
B) −1.09%
C) −.48%
D) .89%
E) 1.05%
Correct Answer:
Verified
Correct Answer:
Verified
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