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MC Qu. 46 The following data are available relating.. The following data are available relating to the performance of Seminole Fund and the market portfolio:
MC Qu. 46 The following data are available relating.. The following data are available relating to the performance of Seminole Fund and the market portfolio: Market Seminole Portfolio 18% 30% 14% 22% Average return standard deviations of returns Beta Residual standard deviation 1.4 1.0 4.0% 0.0% The risk-free return during the sample period was 6% Calculate the M2 measure for the Seminole Fund
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