Question: stock has a Jensen s alpha of 0 . 8 5 % and a beta of 1 . 2 5 . The stock has Option

stock has a Jensen s alpha of 0.85% and a beta of 1.25. The stock has
Option A
Outperformed its expected return.
Option B
Underperformed its expected return.
Option C
Exactly matched its expected return.
Option D
We cannot tell whether the stock has outperformed or not without further information.

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