Measure of the portfolio if the risk free rate


Problem:

A portfolio generates an annual return of 17%, a beta of 0.6 and a standard deviation of 19%. The market index return is 15% and has a standard deviation of 28%.

Required:

Question: What is the M2 measure of the portfolio if the risk free rate is 6%?

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Accounting Basics: Measure of the portfolio if the risk free rate
Reference No:- TGS0885346

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