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Section C (4 Mark)Consider the following information for three mutual funds:Market Return 10%Risk free return...

Section C (4 Mark)

Consider the following information for three mutual funds:

Market Return 10%

Risk free return is 7%.

Calculate Jensen measure (%).

A.

1.70, 5.30, 3.40

B.

2.25, 3.78, 4.65

C.

4.35, 3.78, 2.53

D.

3.17, 4.58, 5.78

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