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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

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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 has a standard deviation of 17.5%. What is the MP measure of the portfolio if the risk- free rate is 2%? 0.68% 0.88% 0.87% 0.78%

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