Question: Expected Return Standard Deviation Portfolio P 14% 22% Market (M) 10% 16% The table above contains the return and standard deviation for Portfolio P and

Expected Return Standard Deviation
Portfolio P 14% 22%
Market (M) 10% 16%

The table above contains the return and standard deviation for Portfolio P and the benchmark Market portfolio. Assuming a risk-free rate of 2.8%, calculate the M-square measure for Portfolio P.

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