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特许金融分析CFA考试

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单项选择题

A portfolio manager generated a rate of return of 15.5% on a portfolio with beta of 1.2.If the risk-free rate of return is 2.5% and the market return is 11.8%,Jensen’s alpha for the portfolio is closest to:()

A.1.84%
B.4.34%
C.3.70%

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