The following data are available relating to the performance of Seminole Fund and the market portfolio: $\begin{array}{lcc} & & \text { Market } \ & \text { Seminole}&\text{ Portfoli } \ \text { Average return } & 18 \% & 14 \% \ \text { Standard deviations of returns } & 30 \% & 22 \% \ \text { Beta } & 1.4 & 1.0 \ \text { Residual standard deviation } & 4.0 \% & 0.0 \% \end{array}$ The risk-free return during the sample period was 6%. Calculate the M² measure for the Seminole Fund. A) 4.0% B) 20.0% C) 2.86% D) 0.8% E) 40.0%

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The Answer of The following data are available relating to the performance of Seminole Fund and the market portfolio: $\begin{array}{lcc} & & \text { Market } \ & \text { Seminole}&\text{ Portfoli } \ \text { Average return } & 18 \% & 14 \% \ \text { Standard deviations of returns } & 30 \% & 22 \% \ \text { Beta } & 1.4 & 1.0 \ \text { Residual standard deviation } & 4.0 \% & 0.0 \% \end{array}$ The risk-free return during the sample period was 6%. Calculate the M² measure for the Seminole Fund. A) 4.0% B) 20.0% C) 2.86% D) 0.8% E) 40.0%

The Following Data Are Available Relating to the Performance of Seminole