Multiple Choice
A portfolio has a beta of 1.42 and an actual return of 13.5%. The risk-free rate is 1.5% and the market risk premium is 7.4%. What is the value of Jensen's alpha?
A) −.93%
B) 1.05%
C) 1.32%
D) 1.49%
E) 1.69%
Correct Answer:
Verified
Correct Answer:
Verified
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