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Portfolio P generates a return of 15% and a standard deviation of 20%. The market portfolio return is 12% and has a standard deviation of

Portfolio P generates a return of 15% and a standard deviation of 20%. The market portfolio return is 12% and has a standard deviation of 17%. The risk free rate is 5%. What is the M2 measure of portfolio P? 0.88% 1.50M 0.58% 0.68%

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