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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2695313
1. 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.3.70%.
  • C.4.34%.

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