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The Following Data Are Available Relating to the Performance of Seminole

question 75

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The following data are available relating to the performance of Seminole Fund and the market portfolio: 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 the M<sup>2</sup> measure, 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% The risk-free return during the sample period was 6%. If you wanted to evaluate the Seminole Fund using the M2 measure, what percent of the adjusted portfolio would need to be invested in T-Bills


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