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The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Average Standard Deviation 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 | Standard Deviation | Beta |
| A | 17.5% | 28.5% | 1.3 |
| B | 12.% | 23.5% | 1.05 |
| C | 14.5% | 18.5% | 1.10 |
| S&P 500 | 10% | 15% | 1.00 |
| rf | 6.5% |
| What is the M2 measure for portfolio B? |
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N. Hyman
9th Edition
0324537190, 9780324537192
