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Which of the following statement(s) describe the characteristics of the mimicking portfolio of the M2 measure? 1. Mimicking portfolio consists of the risky portfolio under

Which of the following statement(s) describe the characteristics of the mimicking portfolio of the M2 measure? 1. Mimicking portfolio consists of the risky portfolio under evaluation and risk free asset. II. Mimicking portfolio has the same beta as market portfolio. III. Mimicking portfolio is a complete portfolio. IV. Mimicking portfolio has the same standard deviation as market portfolio Il and IV only I and II only 11 and Ill only 1.III and IV only

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