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Dragon Fund’s alpha

/in /by

Question

Given the following information, calculate Dragon Fund’s alpha:T-Bill Return: 4%S&P 500 Return:

10%

Beta: 1.40

Beginning Fund Value: $1,000

Ending Fund Value: $1,250

A. 5.60%

B. 13.80%

C. 19.40%

D. 12.60%

E. 14.00%

 
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