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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 Avg Std Dev Beta
The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg Std Dev Beta A 14.00% 29.50% 1.25 B 18.00% 33.50% 1.50 C 15.00% 25.50% 1.30 S&P 500 12.00% 19.00% 1.00 " 7.00% What is the M measure for portfolio B?
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Investments Analysis and Management
Authors: Charles P. Jones
12th edition
978-1118475904, 1118475909, 1118363299, 978-1118363294
