Question: Your portfolio earned 1 7 . 8 % for the year. You were expecting to earn 1 0 . 9 % based on the CAPM

Your portfolio earned 17.8% for the year. You were expecting to earn 10.9% based on the CAPM formula. What is Jensen's alpha if the portfolio standard deviation is 10.3% and the beta is 1.22?
Group of answer choices
6.9%
1.03%
0%
6.9%
1.03%

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