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Calculate the M2 measure using the following information: Average portfolio return =16% Portfolio standard deviation =25% Average market return =10.5% Market standard deviation =20% Average
Calculate the M2 measure using the following information: Average portfolio return =16% Portfolio standard deviation =25% Average market return =10.5% Market standard deviation =20% Average risk free rate =4% Express your answer in decimal notation (e.g., 0.0123 for 1.23% ) Use the Moore (2018) formula: M2=spsm(RpRf)(RmRf)
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Introductory Econometrics For Finance
Authors: Chris Brooks
2nd Edition
052169468X, 9780521694681
