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Question 19 You are trying to evaluate the performance of ZZZ fund. You collect the data relating to the performance of ZZZ Fund and

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Question 19 You are trying to evaluate the performance of ZZZ fund. You collect the data relating to the performance of ZZZ Fund and the Bogey (Market) portfolio: Average return Standard deviations of returns Beta The risk-free return during the period was 5%. Calculate the M for ZZZ fund. 3.67% -0.2% O 14.8% 0.8% 40.0% 1 pts ZZZ Bogey (Market) Portfolio 18% 15% 30% 20% 1.4 1.0

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