What was the portfolio jensen alpha

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Reference no: EM131618168

Stanley is a portfolio manager. His fund earned a return of 14.2 percent with a standard deviation of 19.01 percent. The risk free rate for the period was 2.5 percent, the Market Risk Premium was 11.4 percent, and the portfolio beta was 1.04. Given this information, what was the portfolio's Jensen's alpha? Show your answer to three decimal places.

Reference no: EM131618168

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