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In Creating the T2 Measure One Mixes P* and T-Bills

Question 46

Multiple Choice

In creating the T2 measure one mixes P* and T-bills to match the _____ of the market and in creating the M2 measure one mixes P* and T-bills to match the _____ of the market.


A) alpha; beta
B) beta; alpha
C) beta; standard deviation
D) standard deviation; beta

Correct Answer:

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