Question: Consider the following returns for Security J , Security K , and the Market: Year Security J Security K Market 1 1 0 % 1
Consider the following returns for Security J Security K and the Market:
Year Security J Security K Market
Assume that expected returns are modeled as average past returns, and required returns are modeled using CAPM. The riskfree rate was Given this information, determine Jensens Alpha for Security J
Enter your answer is decimal format, to decimal places, truncated. For example, if your answer is enter
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