Question: MC Qu. 46 The following data are available relating.. The following data are available relating to the performance of Seminole Fund and the market portfolio:

MC Qu. 46 The following data are available relating.. The following

MC Qu. 46 The following data are available relating.. The following data are available relating to the performance of Seminole Fund and the market portfolio: Market Seminole Portfolio 18% 30% 14% 22% Average return standard deviations of returns Beta Residual standard deviation 1.4 1.0 4.0% 0.0% The risk-free return during the sample period was 6% Calculate the M2 measure for the Seminole Fund

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