Question: Average Return Standard deviation Managed Portfolio Market Portfolio 10% 6% 8% 5% T-bill return 2% Correlation Coefficient between the managed portfolio and market return=0.75 Calculate:

Average Return Standard deviation Managed Portfolio Market Portfolio 10% 6% 8% 5% T-bill return 2% Correlation Coefficient between the managed portfolio and market return=0.75 Calculate: 1- The Jensen's Alpha of the managed portfolio 2-M squared

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