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37. Assume the managed portfolio expected return is 30% and standard deviation is 40%. The market portfolio has an expected return of 20% with
37. Assume the managed portfolio expected return is 30% and standard deviation is 40%. The market portfolio has an expected return of 20% with standard deviation of 30%. The t- bill rate is 5%. What is the M measure of this portfolio? O a. 3.75% O b. 5% O C9.92% O d. 2.38% O e. 1.5%
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