The following data are available relating to the performance of Seminole Fund and the market portfolio: The risk-free return during the sample period was 6%.
If you wanted to evaluate the Seminole Fund using theM²measure, what percent of the adjusted portfolio would need to be invested in T-Bills?

Question

The following data are available relating to the performance of Seminole Fund and the market portfolio:

The risk-free return during the sample period was 6%.
If you wanted to evaluate the Seminole Fund using theM²measure, what percent of the adjusted portfolio would need to be invested in T-Bills?

Quizplus · Accepted Answer

The Answer of The following data are available relating to the performance of Seminole Fund and the market portfolio: The risk-free return during the sample period was 6%. If you wanted to evaluate the Seminole Fund using theM²measure, what percent of the adjusted portfolio would need to be invested in T-Bills? A)-36% (borrow) B)50% C)8% D)36% E)27%

The Following Data Are Available Relating to the Performance of Seminole