Question: Courses D Question 7 5 pts Groups Consider the following raw retums for Security Security K, and the market: Calendar Year Is Return K's Retur

 Courses D Question 7 5 pts Groups Consider the following raw

Courses D Question 7 5 pts Groups Consider the following raw retums for Security Security K, and the market: Calendar Year Is Return K's Retur a Return 1 Market Return 6% 10% Inbox 10% 14% 12% 16% 22% 2 3 4 5 10% 8% 16% 20% 22% 14% History 17 16% Help Assume (1) the risk-free rate is percent (2) expected returns are equal to average historical return and (a) CAPM is the correct model for required returns. Based on this determine the Jensen's Alpha for Security 0 222 0 582 O 3.53 O 4.64% O 3.03%

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