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Question
A diversified portfolio has a beta of 1.47 and a raw return of 14.28 percent. The market return is 11.74 percent and the market risk premium is 7.85 percent. What is Jensen's alpha of the portfolio?A. -1.15 percent
B. -0.86 percent
C. -0.29 percent
D. 0.48 percent
E. 0.62 percent
Answer
This answer is hidden. It contains 62 characters.
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