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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