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What Is the Alpha of a Portfolio with a Beta

Question 40

Multiple Choice

What is the alpha of a portfolio with a beta of 2 and actual return of 15%? A) 0% B) 13% C) 15% D) 17% What is the alpha of a portfolio with a beta of 2 and actual return of 15%?


A) 0%
B) 13%
C) 15%
D) 17%

Correct Answer:

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