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

question 68

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.   -Based on the M<sup>2</sup> measure,portfolio C has a superior return of _____ as compared to the S&P500. A)  -1.33% B)  1.43% C)  2.00% D)  0.00%
-Based on the M2 measure,portfolio C has a superior return of _____ as compared to the S&P500.


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