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A managed portfolio has a standard deviation equal to 24% and a beta of 1.15 when the market portfolio's standard deviation is 38%. The adjusted

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A managed portfolio has a standard deviation equal to 24% and a beta of 1.15 when the market portfolio's standard deviation is 38%. The adjusted portfolio P needed to calculate the M^2 measure will have __________ invested in the managed portfolio and the rest in T-bills. 23.00% 158.33% 63.16% 20.40%

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