Question: Use the following data: ret st.deviation beta Managed fund 22%33% 1.2 Market 12% 22% 1 Risk free rate 2% What is the M2 of thefund?

Use the following data: ret st.deviation beta Managed fund 22%33% 1.2 Market 12% 22% 1 Risk free rate 2% What is the M2 of thefund? Provide your answer in percent, rounded to two decimals,omitting the percent sign.

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