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A portfolio generates an annual return of 22.5%, a beta of 0.7, and a standard deviation of 24.5%. The market index return is 15.5% and
A portfolio generates an annual return of 22.5%, a beta of 0.7, and a standard deviation of 24.5%. The market index return is 15.5% and has a standard deviation of 22.5%. What is the M2 measure of the portfolio if the risk-free rate is 3% a)5.65% b)5.16% c)5.41% d)4.61% |
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