Assume that portfolio X has a 15% return and 40% standard deviation. Market portfolio has a 10% return and 10% standard deviation. A 3-month T-bill has the annual average return of 5%. What is the M² measure? A) -2.5% B) 3.5% C) -0.5% D) 8.0% E) 6.0%

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The Answer of Assume that portfolio X has a 15% return and 40% standard deviation. Market portfolio has a 10% return and 10% standard deviation. A 3-month T-bill has the annual average return of 5%. What is the M² measure? A) -2.5% B) 3.5% C) -0.5% D) 8.0% E) 6.0%

Assume That Portfolio X Has a 15% Return and 40