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A portfolio generates an annual return of 16.0%, a beta of 0.7, and a standard deviation of 20.0%. The market index return is 18.0% and
A portfolio generates an annual return of 16.0%, a beta of 0.7, and a standard deviation of 20.0%. The market index return is 18.0% and has a standard deviation of 24.5%. What is the M2 measure of the portfolio if the risk-free rate is 4%?
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