A Wednesday Rasmussen survey of 500 likely voters in deep blue Connecticut found that former WWE executive Linda McMahon (R) is three points ahead of Chris Murphy (D) in the state’s race to fill the Senate seat of retiring Sen. Joseph Lieberman (I), 49% to 46%.

While this is an surprising poll outcome, conservatives should be cautious, since 5% of those surveyed are still undecided. Still, this is a good beginning for Linda McMahon, who has often been perceived as “unelectable” and lost her first run for the Senate in 2010 to Sen. Richard Blumenthal (D), who still rates as Connecticut’s “most popular” politician.

As in 2010, McMahon is funding her own campaign. Despite the fact that money is not a factor for her, she carries the “baggage” that many voters in Connecticut associate with her wrestling business in Connecticut.  Concerns about violence, misogyny, and steroid abuse have plagued her candidacy in this liberal state.

However, McMahon has a couple factors on her side. The first is that a recent Public Policy Polling survey found that the state’s Democratic Gov. Dannel Malloy is one of the most unpopular governors in the United States. Having pushed through the state’s highest tax increase in its history, only 33 percent of voters approve of Malloy, according to the survey, while 51 percent disapprove. The poll suggests that if Malloy were running for re-election at this time, he would lose to a “hypothetical” Republican by a 46-39% margin. But, he’s not up for re-election until 2014, so there’s still time for him to recover.

It is also possible that if McMahon does a good job of emphasizing the relationship between current Rep. Chris Murphy and former Connecticut Sen. Chris Dodd (D), bankers and financiers who live in the state’s bedroom communities of New York City and have been affected by the now notorious Dodd-Frank legislation will be swayed toward McMahon in the same way that some have been swayed toward Mitt Romney.

Last year, Murphy, a big government social liberal who, like Barack Obama, manages to be perceived as personally “likeable” to some voters, was asked what he admired most about his former boss, Chris Dodd. “I consider myself a protégé of his, in a way,” Murphy said. “I think Chris did a pretty good job over the years, you know, both representing [the financial industry’s] interests but also being a pretty solid consumer advocate, as well.”

Time will tell, but, for now, the Rasmussen results are surprising.