A positive Jensens alpha indicates that a portfolio has _______________. a. A negative beta b. An abnormal

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A positive Jensen’s alpha indicates that a portfolio has _______________.

a. A negative beta

b. An abnormal return

c. More total risk than the average portfolio

d. More systematic risk than the average portfolio

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Principles Of Finance

ISBN: 9798439388899

1st Edition

Authors: Julie Dahlquist, Rainford Knight

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