Question: Given the data provided below, what is the M-square measure for portfolio B? Asset Return Standard deviation beta B 18% 0.30 1.05 Market 15% 0.20

Given the data provided below, what is the M-square measure for portfolio B? Asset Return Standard deviation beta B 18% 0.30 1.05 Market 15% 0.20 1.00 Risk-free 5% 0.00 0.00 O 33.35 O -1.33 0 -1.67 O 1.67
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