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

Question 41

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 M<sup>2</sup> measure for Portfolio B? A) 0.43% B) 1.25% C) 1.77% D) 1.43% What is the M2 measure for Portfolio B?


A) 0.43%
B) 1.25%
C) 1.77%
D) 1.43%

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