Question: The risk free rate, average returns, standard deviations and betas for three funds and the S&P500 are given below. Fund Avg Std dev Beta A

The risk free rate, average returns, standard deviations and betas for three funds and the S&P500 are given below.

Fund Avg Std dev Beta
A 23 34 1.40
B 30 41 1.35
C 26 26 1.38
S&P500 13 28 1
rf 7

What is the M2 measure for portfolio B?

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