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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

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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 Market SeminolePortfolio 18 Average return Standard deviations of 14 30% 228 returns Beta 1.4 1.0 Residual standard deviation 4.0 0.0 The risk-free return during the sample period was 6 % Calculate the M measure for the Seminole Fund. Multiple Choice 4.0% 200 % 2.86% 0.8% 400 %

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