Assume the managed portfolio expected return is

30%

and standard deviation is

40%

. The market portfolio has an expected return of

20%

with standard deviation of

30%

. The t.bill rate is

5%

. What is the

M^(2)

measure of this portfolio?\ a.

3.75%

\ b.

5%

\ c.

9.92%

\ d.

2.38%

\ e.

1.5%

37. Assume the managed portfolio expected return is 30% and standard deviation is 40%. The market portfolio has an expected return of 20% with standard deviation of 30%. The t bill rate is 5%. What is the M2 measure of this portfolio? a. 3.75% b. 5% c. 9.92% d. 238% e. 1.5% 37. Assume the managed portfolio expected return is 30% and standard deviation is 40%. The market portfolio has an expected return of 20% with standard deviation of 30%. The t bill rate is 5%. What is the M2 measure of this portfolio? a. 3.75% b. 5% c. 9.92% d. 238% e. 1.5%