Multiple Choice
A portfolio generates an annual return of 17%,a beta of 1.2 and a standard deviation of 19%.The market index return is 12% and has a standard deviation of 16%.What is the M2 measure of the portfolio if the risk free rate is 4%?
A) 2.15%
B) 2.76%
C) 2.94%
D) 3.14%
Correct Answer:
Verified
Correct Answer:
Verified
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