Jensen's alpha is greater than or equal to the market risk premium. Assuming the risk-free interest rate is 3% and the market return is 8%, which asset should the portfolio manager select? | Financial Risk Manager Part 2 Quiz - LeetQuiz
Financial Risk Manager Part 2
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Jensen's alpha is greater than or equal to the market risk premium. Assuming the risk-free interest rate is 3% and the market return is 8%, which asset should the portfolio manager select?