Question: Suppose the risk - free return is 3 % . The beta of a managed portfolio is 1 . 7 5 , the alpha is

Suppose the risk-free return is 3%. The beta of a managed portfolio is 1.75, the alpha is 0%, and the average return is 16%. Based on
:Jensen's measure of portfolio performance, you would calculate the return on the market portfolio as
Suppose the risk-free return is 3%. The beta of a managed

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