1.1 pts Portfolio P generates a return of 15% and a standard deviation of 20%. The market portfolio return is 12% and has a standard deviation of 17%. The risk free rate is 5%. What is the M2 measure of portfolio P? 1.50% 0.58% 0.68% 0.88% Question 18 1.1 pts Which of the following statement(s) describe the characteristics of the mimicking portfolio of the M measure? 1. Mimicking portfolio consists of the risky portfolio under evaluation and risk free asset. II. Mimicking portfolio has the same beta as market portfolio III. Mimicking portfolio is a complete portfolio IV. Mimicking portfolio has the same standard deviation as market portfolio Lill and IV only I and IV only 1. Il and ill only I and I only