Question
The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Average Std Dev Beta A
The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Average Std Dev Beta
A 18% 30% 1.05
B 25% 35% 1.3
C 20% 25% 1.2
S&P 500 15% 20% 1.0
Risk-free rate 5%
What is the M2 measure for fund B?
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The Legal Environment Today Summarized Case Edition
Authors: Roger LeRoy Miller
8th Edition
130526276X, 978-1305279407, 1305279409, 978-1305704930, 1305704932, 978-1305262768
