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Question 33 Not yet answered Marked out of 2.50 Flag question In 2021, fund ABC generated a return of 29% with a standard deviation of
Question 33 Not yet answered Marked out of 2.50 Flag question In 2021, fund ABC generated a return of 29% with a standard deviation of 57%. During the same period, the return of the market portfolio was 12%, with a standard deviation of 19%. What was M in 2021 for fund ABC if its market beta for the same period was 2.5 and the risk-free rate was 5%? a. 1.00% Ob. -2.33% O c. 6.50% O d. 2.65%
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