Question: A managed portfolio has a standard deviation equal to 30% and a beta of 0.90 when the market portfolio's standard deviation is 50%. The adjusted

A managed portfolio has a standard deviation equal to 30% and a beta of 0.90 when the market portfolio's standard deviation is 50%. The adjusted portfolio P* needed to calculate the M² measure will have ________ invested in the managed portfolio and the rest in T-bills.

15.40%

166.67%

60.00%

18.00%

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