Question: A managed portfolio has a standard deviation equal to 11% and a beta of 0.70 when the market portfolio's standard deviation is 14%. The adjusted

A managed portfolio has a standard deviation equal to 11% and a beta of 0.70 when the market portfolio's standard deviation is 14%. The adjusted portfolio P* needed to calculate the M2 measure will have ________ invested in the managed portfolio and the rest in T-bills. 11.40% 14.00% 127.27% 78.57%

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