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Question
The U.S. Treasury bill has a return of 2.84 percent while the S&P 500 is returning 10.84 percent. Your portfolio has an actual return of 14.76 percent and a beta of 1.31. What is the portfolio's Jensen's alpha?A. -0.47 percent
B. -0.92 percent
C. 1.37 percent
D. 1.44 percent
E. 1.57 percent
Answer
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