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Over the past 5 years the market has had an average monthly return of 1.414% and a standard deviation of 8.926%. The average monthly return
Over the past 5 years the market has had an average monthly return of 1.414% and a standard deviation of 8.926%. The average monthly return on short-term government debt is 0.187%. Suppose you are a portfolio manager for a large fund that earned 1.58% on average per month a standard deviation of 16.674%. What is the M2 measure of performance for your fund? Please choose the option that is closest to the correct answer. 0.90%0.48%0.17%0.57%0.05%
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