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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%?
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2.39%
2.29%
2.49%
2.66%
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