You manage a portfolio that had a return of 9.5% and a standard deviation of 29%, over the prior 12 months. The beta of your portfolio is 0.9. During the same period, the market return was 8.5% and its standard deviation was 21%. The risk-free rate of return is 3.5%. Required: a) Calculate the M2 for your portfolio (3 Marks) b) Provide a graphical representation of the M2 calculated above, in risk-return space, which illustrates the performance of the risky portfolio relative to the market. Ensure you correctly label the axes and present any lines and points, which are relevant. (4 Marks) c) Calculate the information ratio for your portfolio. Note: All information is provided in the question to enable you to calculate this. (3 Marks) You manage a portfolio that had a return of 9.5% and a standard deviation of 29%, over the prior 12 months. The beta of your portfolio is 0.9. During the same period, the market return was 8.5% and its standard deviation was 21%. The risk-free rate of return is 3.5%. Required: a) Calculate the M2 for your portfolio (3 Marks) b) Provide a graphical representation of the M2 calculated above, in risk-return space, which illustrates the performance of the risky portfolio relative to the market. Ensure you correctly label the axes and present any lines and points, which are relevant. (4 Marks) c) Calculate the information ratio for your portfolio. Note: All information is provided in the question to enable you to calculate this