Question: Asset Expected Return Standard Deviation Beta Risk-free 4% 0% 0 BH fund 8% 16% 0.4 Market 9% 20% 1 What is the alpha of the

Asset

Expected Return

Standard Deviation

Beta

Risk-free

4%

0%

0

BH fund

8%

16%

0.4

Market

9%

20%

1

What is the alpha of the BH fund?

Question 11 options:

1.2%

0.8%

1.6%

0.4%

2%

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