A Stock Has a Return of 16

question 67

Multiple Choice

A stock has a return of 16.18% and a beta of 1.47. The market return is 10.65% and the risk-free rate is 3.20%. What is the Jensen-Treynor alpha of this stock?

• A)−1.12%
• B)−.17%
• C).66%
• D)1.38%
• E)1.59%

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