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Title: Allison's portfolio has a beta of 1.37 and earns a return of 14%. Brianna's portfolio has a beta ... Post by: SeaBass2013 on Mar 21, 2022 Allison's portfolio has a beta of 1.37 and earns a return of 14%. Brianna's portfolio has a beta of 0.8 and earns a return of 11%. The risk-free rate is 3% and the expected rate of return on the market is 12%. According to the Jensen's measure,
▸ Allison has the better portfolio. ▸ Brianna has the better portfolio. ▸ the portfolios are equally desirable. ▸ the answer depends on Allison and Brianna's risk tolerance. Title: Allison's portfolio has a beta of 1.37 and earns a return of 14%. Brianna's portfolio has a beta ... Post by: Saharak on Mar 21, 2022 Content hidden
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