Question: The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 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&P 500 are given below. Fund Avg Std Dev Beta A 18.50 % 36.50 % 1.35 B 18.00 % 31.00 % 1.10 C 16.00 % 25.50 % 1.15 S&P 500 11.00 % 20.00 % 1.00 rf 3.50 % What is the M2 measure for portfolio B?

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