The risk free rate is $0\mathrm{.}02$

The expected return of MSFT is $0\mathrm{.}05$ and the standard deviation is $0\mathrm{.}37.$ The expected return of the Market is $0\mathrm{.}08$ and the standard deviation is $0\mathrm{.}21.$

Compute the $M^2$ ratio between MSFT and the Market.

Round your answer to $5$ decimal places.

Your Answer

Incorrect

The answer is $-0\mathrm{.}04297+-5\%.$