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Consider the following data for a particular sample period: Average return on portfolio P is 3 0 % , and the standard deviation is 4

Consider the following data for a particular sample period: Average return on portfolio P is 30%, and the standard deviation is 40%. The average return on the market during that time is 20%, the standard deviation is 25%. The T-Bill rate during that period was 5%. The M2 Measure for portfolio P is_____.
A.
0.525%
B.
0.625%
C.
0.705%
D.
0.475%

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