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Over the past 5 years the market has had an average monthly return of 1.127% and a standard deviation of 6.175%. The average monthly return
Over the past 5 years the market has had an average monthly return of 1.127% and a standard deviation of 6.175%. The average monthly return on short-term government debt is 0.156%. Suppose you are a portfolio manager for a large fund that earned 2.834% on average per month with a standard deviation of 13.763%. What is the M2 measure of performance for your fund? Please choose the option that is closest to the correct answer. Over the past 5 years the market has had an average monthly return of 1.127% and a standard deviation of 6.175%. The average monthly return on short-term government debt is 0.156%. Suppose you are a portfolio manager for a large fund that earned 2.834% on average per month with a standard deviation of 13.763%. What is the M2 measure of performance for your fund? Please choose the option that is closest to the correct
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