What is the jensens alpha measure of the portfolio, Finance Basics

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What is the jensens alpha measure of the portfolio

Problem

A portfolio generates an annual return of 16%, a beta of 1.2 and a standard deviation of 19%. The market index return is 12% and has a standard deviation of 16%. What is the Jensen's alpha measure of the portfolio if the risk free rate is 6%?

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Finance Basics: What is the jensens alpha measure of the portfolio

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