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A portfolio generates an annual return of 7.5%, a beta of 0.6, and a standard deviation of 11.5%. The market index return is 9.5% and
| A portfolio generates an annual return of 7.5%, a beta of 0.6, and a standard deviation of 11.5%. The market index return is 9.5% and has a standard deviation of 17.5%. What is the M2 measure of the portfolio if the risk-free rate is 2%? |
Choices-
0.88%
0.68%
0.78%
0.87%
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