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The Risk Free Rate, Average Returns, Standard Deviations and Betas

Question 68

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. -Based on the M<sup>2</sup> measure,portfolio C has a superior return of _____ as compared to the S&P500. A) -1.33% B) 1.43% C) 2.00% D) 0.00%
-Based on the M2 measure,portfolio C has a superior return of _____ as compared to the S&P500.


A) -1.33%
B) 1.43%
C) 2.00%
D) 0.00%

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