Question: The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund A B Avg 13.50% 20.00%

The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund A B Avg 13.50% 20.00% 15.50% 12.00% 5.00% Std Dev 26.50% 30.50% 22.50% 17.00% Beta 1.20 1.45 1.25 1.00 S&P 500 17 What is the M2 measure for portfolio B? 0.36% O 1.37% O 1.71% O 1.36%

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