Multiple Choice
A stock has a return of 16.18 percent and a beta of 1.47.The market return is 10.65 percent and the risk-free rate is 3.20 percent.What is the Jensen-Treynor alpha of this stock?
A) −1.12 percent
B) −0.17 percent
C) 0.66 percent
D) 1.38 percent
E) 1.59 percent
Correct Answer:
Verified
Correct Answer:
Verified
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