Question: 11 The average returns, standard deviations, and betas for Fund Y and the S&P500 are as follows: Average Return Standard Deviation Beta 0.35 0.25 1.3

11 The average returns, standard deviations, and betas for Fund Y

11 The average returns, standard deviations, and betas for Fund Y and the S&P500 are as follows: Average Return Standard Deviation Beta 0.35 0.25 1.3 Fund Y S&P500 0.14 0.20 1.0 The risk-free rate is 0.05. What is the M measure for Fund A? NOTE: Answers should be expressed in decimal form rounded to the nearest ten thousandth (0.0001) - for example, enter 1.2345% as 0.0123. Intermediate results should not be rounded to less than 8 decimal places unless instructed otherwise

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