Portfolio Q has a beta of 0.7 and an expected return of 12.8%. The market risk premium is 5.25%. The risk-free rate is 4.85%. Calculate Jensen's Alpha measure for Portfolio Q.
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A
7.67%
B
2.70%
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C
5.73%
D
4.27%
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Portfolio Q has a beta of 0.7 and an expected return of 12.8%. The market risk premium is 5.25%. The risk-free rate is 4.85%. Calculate Jensen's Alpha measure for Portfolio Q. | Financial Risk Manager Part 2 Quiz - LeetQuiz