Question: Your portfolio returned 14.7% last year, with a beta equal to 1.6. The market return was 12.4%, and the risk-free rate 3.9%. Did you earn

Your portfolio returned

14.7%

last year, with a beta equal to

1.6.

The market return was

12.4%,

and the risk-free rate

3.9%.

Did you earn more or less than the required rate of return on your portfolio? Use Jensen's measure.

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