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Use the following data: ret st.deviation beta Managed fund 22% 33% 1.2 Market 12% 22% 1 Risk free rate 2% What is the M2 of

Use the following data: ret st.deviation beta Managed fund 22% 33% 1.2 Market 12% 22% 1 Risk free rate 2% What is the M2 of the fund? Provide your answer in percent, rounded to two decimals, omitting the percent sign.

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