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 MP measure of portfolio P? 0.68% 1.50% 0.88% 0.58% U Question 18 11 pts Which of the following statement(s) describe the characteristics of the mimicking portfolio of the measure? 1. Mimicking portfolio consists of the risky portfolio under evaluation and risk free asset. II . Mimicking portfolio has the same beta as market portfolio III. Mimicking portfolio is a complete portfolio IV. Mimicking portfolio has the same standard deviation as market portfolio O III and IV only Lil and Ill only land il only II and IV only