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You are evaluating an investment portfolio using Jensens alpha

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You are evaluating an investment portfolio using Jensens alpha. The portfolio has a beta of 0.40 and the average portfolio return last year was 20% while the average market return last year was 11%. The risk free rate was 6%. The portfolio has

Select one:

a)

neither overperformed nor underperformed

b)

underperformed

c)

overperformed

d)

None of the alternatives