Question: ABC Mutual Fund's total return (geometric mean over the past 5 years) Risk Free Rate has averaged 2.1% Beta of the company's stock 1.35

ABC Mutual Fund's total return (geometric mean over the past 5 years) Risk Free Rate has averaged 2.1% Beta of the company's stock 1.35 Standard Deviation 13% Market Return 12.0% What is Jensen's Alpha? 10.25%

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