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The Risk Free Rate, Average Returns, Standard Deviations and Betas

question 56

Multiple Choice

The risk free rate, average returns, standard deviations and betas for three funds and the S&P500 are given below. The risk free rate, average returns, standard deviations and betas for three funds and the S&P500 are given below.   -What is the T<sup>2</sup> measure for portfolio A? A)  12.4% B)  2.38% C)  0.91% D)  3.64%
-What is the T2 measure for portfolio A?


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