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A portfolio generates an annual return of 18%, a beta of 0.6 and a standard deviation of 15%. The market index return is 15% and
A portfolio generates an annual return of 18%, a beta of 0.6 and a standard deviation of 15%. The market index return is 15% and has a standard deviation of 24%. What is the M2 measure of the portfolio if the risk free rate is 9%? |
30.98%
23.65%
8.40%
40.18%
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