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C. Standard deviation of the market index is 18%. Standard deviation of a managed portfolio is 24%. Risk-free rate of return is 6%The market index

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C. Standard deviation of the market index is 18%. Standard deviation of a managed portfolio is 24%. Risk-free rate of return is 6%The market index has a return of 10% and the managed portfolio has a mean retum of 16%. From the above information, calculate M-measure and interpret its value

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