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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 A
| 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 | 14.50 | % | 25.00 | % | 1.15 | |
| B | 16.00 | % | 21.50 | % | 1.20 | |
| C | 20.50 | % | 28.50 | % | 1.40 | |
| S&P 500 | 11.00 | % | 16.00 | % | 1.00 | |
| rf | 3.00 | % | ||||
| What is the M2 measure for portfolio B? |
| 1.95% | |
| 1.02% | |
| 1.67% | |
| .67% |
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Multifractal Detrended Analysis Method And Its Application In Financial Markets
Authors: Guangxi Cao, Ling-Yun He, Jie Cao
1st Edition
9811079153, 978-9811079153
