Question: 15. (3') The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg Std Dev

15. (3') The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg Std Dev Beta A 18% 30% B 25% 35% C 20% 25% S&P 500 15% 20% 5% What is the M2 measure for portfolio A? A. -1.33% B. -2% C. 2% D. 1.33% 1.05 1.3 1.2 1.0

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