Question: Based on the following information about a certain managed portfolio, Standard deviation Average Return Managed Portfolio 10% 6% Market Portfolio 8% 5% T-bill return 2%

Based on the following information about a certain managed portfolio, Standard deviation Average Return Managed Portfolio 10% 6% Market Portfolio 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 Paragraph

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