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The Risk-Free Rate, Average Returns, Standard Deviations and Betas for Three

Question 1

Multiple Choice

The risk-free rate, average returns, standard deviations and betas for three funds and the S&P500 are given below.
The risk-free rate, average returns, standard deviations and betas for three funds and the S&P500 are given below. What is the T<sup>2</sup> measure for Portfolio A? A) 12.4% B) 2.38% C) 0.91% D) 3.64% What is the T2 measure for Portfolio A?


A) 12.4%
B) 2.38%
C) 0.91%
D) 3.64%

Correct Answer:

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