Multiple Choice
A stock has a return of 16.9 percent,a standard deviation of 11.7 percent,and a beta of 1.50.The risk-free rate is 2.65 percent and the market risk premium is 8.45 percent.What is the Jensen-Treynor alpha of this stock?
A) -1.37 percent
B) -1.09 percent
C) -0.48 percent
D) 0.89 percent
E) 1.05 percent
Correct Answer:
Verified
Correct Answer:
Verified
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