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The US Treasury Bill Has a Return of 2

Question 10

Multiple Choice

The U.S. Treasury bill has a return of 2.84% while the S&P 500 is returning 10.84%. Your portfolio has an actual return of 14.76% and a beta of 1.31. What is the portfolio's Jensen's alpha?


A) −.47%
B) −.92%
C) 1.37%
D) 1.44%
E) 1.57%

Correct Answer:

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