Question: The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Average Std Dev Beta A

The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Average Std Dev Beta

A 18% 30% 1.05

B 25% 35% 1.3

C 20% 25% 1.2

S&P 500 15% 20% 1.0

Risk-free rate 5%

What is the M2 measure for fund B?

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