Question: The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Average Standard Deviation 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 Standard Deviation Beta
A 17.5% 28.5% 1.3
B 12.% 23.5% 1.05
C 14.5% 18.5% 1.10
S&P 500 10% 15% 1.00
rf 6.5%

What is the M2 measure for portfolio B?

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