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    Exam 13: Performance Evaluation and Risk Management
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    What Is the Jensen-Treynor Alpha for Portfolio A
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What Is the Jensen-Treynor Alpha for Portfolio A

Question 33

Question 33

Multiple Choice

What is the Jensen-Treynor alpha for Portfolio A?
Refer: To: 13-72


A) 0.41%
B) 0.25%
C) 0.33%
D) 0.29%
E) 0.38%

Correct Answer:

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