Question: Over 10 years, IBM returned 4.31% per annum on average while the market rate of return was 10% per annum. The risk-free rate was 2.5%
Over 10 years, IBM returned 4.31% per annum on average while the market rate of return was 10% per annum. The risk-free rate was 2.5% per annum. The beta of IBM over the 10 years was 1.51 . What was the Jensen's alpha for IBM for those 10 years? If your answer in negative, enter with a - sign. Also, enter the percentage. For example, if your answer is 2.92%, then enter -2.92 in the answer box
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