Question
A portfolio generates an annual return of 16.5%, a beta of 0.5, and a standard deviation of 20.5%. The market index return is 19.5% and
A portfolio generates an annual return of 16.5%, a beta of 0.5, and a standard deviation of 20.5%. The market index return is 19.5% and has a standard deviation of 28.5%. What is the M2 measure of the portfolio if the risk-free rate is 2%?
Multiple Choice
2.39%
2.29%
2.49%
2.66%
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Elementary Statistics
Authors: Robert R. Johnson, Patricia J. Kuby
11th Edition
978-053873350, 9781133169321, 538733500, 1133169325, 978-0538733502
