Question: a fund manager invests in a portfolio with a beta of 1.2 and earns a return of 13%. The S&P has a return of 12%
a fund manager invests in a portfolio with a beta of 1.2 and earns a return of 13%. The S&P has a return of 12% during the same time, and the risk free rate was 2%. The fund managers risk adjusted performance is what?
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