Question
A portfolio generates an annual return of 13.5%, a beta of 0.6, and a standard deviation of 17.5%. The market index return is 16.5% and
A portfolio generates an annual return of 13.5%, a beta of 0.6, and a standard deviation of 17.5%. The market index return is 16.5% and has a standard deviation of 22.5%. What is the M2 measure of the portfolio if the risk-free rate is 2%? 0.18% 0.02% 0.29% 0.08%
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Real Options In Theory And Practice
Authors: Graeme Guthrie
1st Edition
0195380630, 978-0195380637
