A portfolio has an actual return of 15.17%, a beta of .90, and a standard deviation of 7.2%. The market return is 13.4% and the risk-free rate is 2.8%. What is the portfolio's Jensen's alpha?
A) 2.25%
B) 2.51%
C) 2.67%
D) 2.83%
E) 3.04%
Correct Answer:
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