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Suppose That Portfolio Y Has a 20% Return and 22

Question 102

Multiple Choice

Suppose that portfolio Y has a 20% return and 22% standard deviation. Market portfolio has a 15% return and 15% standard deviation. The annual risk-free rate is 5%. What is the M2 measure?


A) 0.57%
B) -1.5%
C) 0.23%
D) 8.0%
E) -0.75%

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