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Business, 17.04.2020 03:38 leannehounschell
A managed portfolio has a standard deviation equal to 22% and a beta of .9 when the market portfolio's standard deviation is 26%. The adjusted portfolio P* needed to calculate the M2 measure will have invested in the managed portfolio and the rest in T-bills. Select one: A. 118% B. 15.4% C. 18% D. 84.6%
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A managed portfolio has a standard deviation equal to 22% and a beta of .9 when the market portfolio...
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