Multiple Choice
A portfolio has a beta of 1.52 and an actual return of 13.7 percent.The risk-free rate is 2.7 percent and the market risk premium is 7.8 percent.What is the value of Jensen's alpha?
A) -0.86 percent
B) 1.01 percent
C) 1.14 percent
D) 1.23 percent
E) 1.37 percent
Correct Answer:
Verified
Correct Answer:
Verified
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