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The USTreasury Bill Has a Return of 2

Question 48

Multiple Choice

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


A) −0.47 percent
B) −0.92 percent
C) 1.37 percent
D) 1.44 percent
E) 1.57 percent

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