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Year Rp Rm Rf 2000 18.1832 -24.9088 5.112 2001 -3.454 -15.1017 5.051 2002 47.5573 20.784 3.816 2003 28.7035 9.4163 4.2455 2004 29.8613 8.7169 4.2182 2005

Year Rp Rm Rf
2000 18.1832 -24.9088 5.112
2001 -3.454 -15.1017 5.051
2002 47.5573 20.784 3.816
2003 28.7035 9.4163 4.2455
2004 29.8613 8.7169 4.2182
2005 11.2167 16.3272 4.3911
2006 32.2799 14.5445 4.7022
2007 -41.0392 -36.0483 4.0232
2008 17.6082 9.7932 2.2123
2009 14.1058 16.5089 3.8368
2010 16.1978 8.0818 3.2935
2011 11.558 15.1984 1.8762
2012 42.993 27.1685 1.7574
2013 18.8682 17.2589 3.0282
2014 -1.4678 5.1932 2.1712
2015 9.2757 4.4993 2.2694
2016 8.5985 23.624 2.4443

When performing calculations in the following problems, use the numbers in the table as-is. I.e., do NOT convert 8.5985 to 8.5985% (or 0.085985). Just use plain 8.5985.

1. What is the portfolio's M2 measure?

2. What is the Sharpe Ratio of the portfolio using the following equation: Sharpe Ratio = Rp Rf / (p)

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