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The risk - free rate, average returns, standard deviations and betas for three funds and the S&P 5 0 0 are given below. Fund Avg.
The riskfree rate, average returns, standard deviations and betas for three funds and the S&P are given below.
Fund Avg. Return Stand. Deviation Beta
A
B
C
S&P
Riskfree
What is the T measure for Portfolio A
What is the M measure for Portfolio B
Use your Msquared answer from the previous question. If the Msquared measure for Portfolio C is then which portfolio performed better on a riskadjusted basis?
a Portfolio B
b Portfolio C
c S&P
d They both performed equally well
e None of the above
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