What is the portfolio jensen alpha

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Question: 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? -0.47 percent -0.92 percent 1.37 percent 1.44 percent 1.57 percent.

Reference no: EM131527079

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