The market return is 134 percent and the risk-free rate is


A portfolio has an actual return of 15.17 percent, a beta of .85, and a standard deviation of 7.2 percent. The market return is 13.4 percent and the risk-free rate is 2.8 percent. What is the portfolio's Jensen's alpha?

2.67 percent

2.51 percent

4.04 percent

2.25 percent

3.36 percent

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Financial Management: The market return is 134 percent and the risk-free rate is
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