Portfolio Q has a beta of 0.7, an expected return of 12.8%. The market risk premium is 5.25%. The risk-free rate is 4.85%. Calculate Jensen's alpha measure for portfolio Q.
  A. 7.67%
  B. 2.70%
  C. 5.73%
  D. 4.27%
  答案:D
  答案解析:
  Explanation:
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