Question: Use the following data: ret st.deviation beta Managed fund 17% 35% 1.3 Market 12% 17% 1 Risk free rate 1% What is the M 2

Use the following data:

ret st.deviation beta
Managed fund 17% 35% 1.3
Market 12% 17% 1
Risk free rate 1%

What is the M2 of the fund?

Provide your answer in percent, rounded to two decimals, omitting the percent sign.

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