A Portfolio with a Beta of 1 $-0.005$ B) $-0.002$

question 39

Multiple Choice

A portfolio with a beta of 1.7 has a return of 15% and a standard deviation of 10%.If the risk-free rate is 5% and the market return is 119%,calculate the Jensen's alpha measure for the portfolio.

• A) \( -0.005 \)
• B) \( -0.002 \)
• C) \( 0.004 \)
• D) \( 0.009 \)

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Actions that are based on objective evidence or facts rather than personal feelings, interpretations, or prejudice.

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Tactical measures or activities undertaken to achieve a specific goal, often used in political, environmental, or social movements.

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Psychological strategies used to manage and adapt to stressful situations effectively.

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The technique of learning through the repetition of information or activities, without necessarily understanding the meaning or concept.