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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2695628
1. Last year, a portfolio manager earned a return of 12%. The portfolio's beta was 1.5. For the same period, the market return was 7.5% and the average risk-free rate was 2.7%. Jensen's alpha for this portfolio is closest to:
  • A.0.75%.
  • B.2.10%.
  • C.4.50%.

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