Question: PLEASE PLEASE AS FAST AS POSSIBLE You have run a regression of stock returns against market returns, using monthly data over the last three years

PLEASE PLEASE AS FAST AS POSSIBLE

You have run a regression of stock returns against market returns, using monthly data over the last three years for Golden Books. The regression equation is reproduced below:

Returns Golden Books = - 1.31% + 0.85 (Returns S&P 500) Assuming that the average risk free rate during the period was 5.4%, estimate the Jensens alpha for this stock, in annualized terms.

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