Question 3 (2.5 points) Use the following: Portfolio A's return last year was 6%. It has a standard deviation of 12% and a Beta of 1.2. The risk-free rate is 3%, the return on the market last year was 4% and the market std, dev. is 15%. What is the T2 for Portfolio A? Question 3 options 1) Less than 0% 2) Greater than 0% but less than 1 .0% 3) Greater than 1.0% but less than 2.0% 4) Greater than 2.0% r r Question 4 (2.5 points) Use the following: Portfolio A's return last year was 6%. It has a standard deviation of 12% and a Beta of 1.2. The risk-free rate is 3%, the return on the market last year was 4% and the market std. dev, is 15%. What is the M2 for Portfolio A? Queetion 4 options 1) Less than 0% 2) Greater than 0% but less than 1.0% 3) Greater than 1.0% but less than 2.0% 4) Greater than 2.0% Question 5 (2.5 points) Based on the Treynor ratio, which portfolio performed best assuming the risk free rate is 4% and the market risk premium is 6%? Question 5 options 1) Portfolio A: Return = 6%, Beta = 0.5, standard deviation = 12% 2) Portfolio B: Return-: 9%, Beta 1.5, standard deviation 15% 3) Portfolio C: Return 12%, Beta-2.2, standard deviation 10% Question 3 (2.5 points) Use the following: Portfolio A's return last year was 6%. It has a standard deviation of 12% and a Beta of 1.2. The risk-free rate is 3%, the return on the market last year was 4% and the market std, dev. is 15%. What is the T2 for Portfolio A? Question 3 options 1) Less than 0% 2) Greater than 0% but less than 1 .0% 3) Greater than 1.0% but less than 2.0% 4) Greater than 2.0% r r Question 4 (2.5 points) Use the following: Portfolio A's return last year was 6%. It has a standard deviation of 12% and a Beta of 1.2. The risk-free rate is 3%, the return on the market last year was 4% and the market std. dev, is 15%. What is the M2 for Portfolio A? Queetion 4 options 1) Less than 0% 2) Greater than 0% but less than 1.0% 3) Greater than 1.0% but less than 2.0% 4) Greater than 2.0% Question 5 (2.5 points) Based on the Treynor ratio, which portfolio performed best assuming the risk free rate is 4% and the market risk premium is 6%? Question 5 options 1) Portfolio A: Return = 6%, Beta = 0.5, standard deviation = 12% 2) Portfolio B: Return-: 9%, Beta 1.5, standard deviation 15% 3) Portfolio C: Return 12%, Beta-2.2, standard deviation 10%