Question
A portfolio generates an annual return of 13.0%, a beta of 0.5, and a standard deviation of 17.0%. The market index return is 15.5% and
A portfolio generates an annual return of 13.0%, a beta of 0.5, and a standard deviation of 17.0%. The market index return is 15.5% and has a standard deviation of 23.0%. What is the M2 measure of the portfolio if the risk-free rate is 4%?
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Financial Analysts Indispensable Pocket Guide
Authors: Ram Ramesh
1st Edition
0071361561, 978-0071361569
