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Based on the tables and charts above, which chart represents depiction of DIS performance based on M2 evaluation? A. A B. B C. C D.
Based on the tables and charts above, which chart represents depiction of DIS performance based on M2 evaluation?
A. A
B. B
C. C
D. D
Rf 1.0% \begin{tabular}{|l|c|c|} \hline Regression results & & \\ \hline Intercept & & 0.0155 \\ \hline Beta & 1 & 2.0 \\ \hline St. Dev. (ei) & & 9.12% \\ \hline \end{tabular} \begin{tabular}{|l|l|l|} \hline \multicolumn{2}{|l|}{ Performance Measures } \\ \hline Sharpe ratio & 0.5164 & 0.6552 \\ \hline M2 & & 2.96% \\ \hline & & \\ \hline R (CAPM Predicted) & & 23.00% \\ \hline Jehnsen Alpha & & 3.00% \\ \hline Treynor Index & 0.1100 & 0.0950 \\ \hline \end{tabular}Step by Step Solution
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