Question: 37) The following data are available relating to the performance of Burke Fund and the market nortfolio: Version 1 14 The risk-free return during the

37) The following data are available relating to the performance of Burke Fund and the market nortfolio: Version 1 14 The risk-free return during the sample period was 6%. If you wanted to evaluate the Burke Fund using the M2 measure, what percent of the adjusted portfolio would need to be invested in T-Bills? A) 36.67% (borrow) B) 36.67% C) 26.67% D) 100.00%

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