The Following Data Are Available Relating to the Performance of Seminole

question 18

Multiple Choice

The following data are available relating to the performance of Seminole Fund and the market portfolio: The risk-free return during the sample period was 6%.
If you wanted to evaluate the Seminole Fund using theM²measure, what percent of the adjusted portfolio would need to be invested in T-Bills?

• A)-36% (borrow)
• B)50%
• C)8%
• D)36%
• E)27%

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Definitions:

Mnemonics

Memory aids, such as patterns, ideas, or associations, that help in retaining information.

Retrieval

The process of accessing and bringing into conscious thought information stored in memory.

Encoding

The initial process of converting information into a form that can be stored in memory, involving perception, awareness, and comprehension.

Storage

The process of retaining information over time in memory.