Question: R portfolio = 16% St. Dev. portfolio = 22% Beta portfolio = 1.32 T-Bills Rate = 4% R Market = 12% St.Dev. Market = 31%

Rportfolio = 16%

St. Dev. portfolio = 22%

Betaportfolio = 1.32

T-Bills Rate = 4%

RMarket = 12%

St.Dev.Market = 31%

3. What is the Jensen alpha measure for the portfolio?

a. 0

b. 1.4%

c. 12%

d. -4%

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