Question
A portfolio generates an annual return of 17%, a beta of 0.6 and a standard deviation of 19%. The market index return is 15% and
A portfolio generates an annual return of 17%, a beta of 0.6 and a standard deviation of 19%. The market index return is 15% and has a standard deviation of 28%. What is the M2 measure of the portfolio if the risk free rate is 6%?
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Financial Institutions Management A Risk Management Approach
Authors: Anthony Saunders, Marcia Cornett
6th Edition
0077211332, 9780077211332
