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Suppose the Risk-Free Return Is 4

Question 29

Multiple Choice

Suppose the risk-free return is 4%.The beta of a managed portfolio is 1.2,the alpha is 1%,and the average return is 14%.Based on Jensen's measure of portfolio performance,you would calculate the return on the market portfolio as


A) 11.5%
B) 14%
C) 15%
D) 16%
E) none of the above

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