8 https://blackboard.keanedu/webapps assessment take launchjsp?course, assessmentid=45698 .82 O.66 O .72 O .86 QUESTION 48 1354) The U.S. Treasury bill is yielding 3.0 percent and the market has an expected return of 11.6 percent. What is the Treynd correctly-valued portfolio that has a beta of 1.02, and a standard deviation of 12.2 percent? .102 O .074 O 628 O 086 O .619 QUESTION 49 of 7.2 percent. The market returr 1362) A portfolio has an actual return of 15.17 percent, a beta of .85, and a standard deviation percent and the risk-free rate is 2.8 percent. What is the portfolio's Jensen's alpha? 2.25 percent O 4.04 percent O 3.36 percent O 2.67 percent