A Portfolio Generates an Annual Return of 17%,a Beta of 1.2

question 23

Multiple Choice

A portfolio generates an annual return of 17%,a beta of 1.2 and a standard deviation of 19%.The market index return is 12% and has a standard deviation of 16%.What is the M² measure of the portfolio if the risk free rate is 4%?

• A) 2.15%
• B) 2.76%
• C) 2.94%
• D) 3.14%

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Definitions:

Antecedent Conditions

Factors or circumstances existing before a particular event or situation that influence its occurrence or outcome.

Organizational Context

The set of circumstances or conditions, including culture, structure, and external environment, that surrounds and influences the operation of an organization.

Aspire to Lead

The desire or ambition to take up leadership roles and responsibilities.

Influence Followers

The ability of a leader to guide or shape the behaviors, attitudes, or perspectives of their followers.