Question: If the risk-free asset return is 0.016, the expected return on the market portfolio is 0.064, the actual return on a stock is 0.089, and

If the risk-free asset return is 0.016, the expected return on the market portfolio is 0.064, the actual return on a stock is 0.089, and its beta is 3.4. What is the Jensen's alpha (the difference between E(R_i) and actual return) of the stock?

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