25. A stock has a return of 16.9 percent, a standard deviation of 11.7 percent,...
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25. A stock has a return of 16.9 percent, a standard deviation of 11.7 percent, and a beta of 1.50. The risk-free rate is 2.65 percent and the market risk premium is 8.45 percent. What is the Jensen-Treynor alpha of this stock?
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-1.37 percent
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-1.09 percent
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-0.48 percent
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0.89 percent
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1.05 percent
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