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Question
What is Jensen's alpha of a portfolio comprised of 45 percent portfolio A and 55 percent of portfolio B?
The risk-free rate is 3.1 percent and the market risk premium is 6.8 percent.
A. -1.25 percent
B. 0.47 percent
C. 1.08 percent
D. 1.46 percent
E. 2.04 percent
Answer
This answer is hidden. It contains 157 characters.
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