What is the M 2 measure of the portfolio if the risk-free rate is 5%?





A portfolio generates an annual return of 13%, a beta of .7, and a standard deviation of 17%. The market index return is 14% and has a standard deviation of 21%.



A. .58%

B. .68%

C. .78%

D. .88%


D. .88%



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Fill in the blank(s) with the appropriate word(s).

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