Multiple Choice
A portfolio has a beta of 1.25 and an actual return of 13.0%. The risk-free rate is 4.0% and the market risk premium is 8.2%. What is the value of Jensen's alpha?
A) −.86
B) −1.01
C) −1.14
D) −1.25
E) −1.34
Correct Answer:
Verified
Correct Answer:
Verified
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