A portfolio generates an annual return of 13%,a beta of 0.7 and a standard deviation of 17%.The market index return is 14% and has a standard deviation of 21%.What is the M² measure of the portfolio if the risk free rate is 5%? A) 0.58% B) 0.68% C) 0.78% D) 0.88%

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The Answer of A portfolio generates an annual return of 13%,a beta of 0.7 and a standard deviation of 17%.The market index return is 14% and has a standard deviation of 21%.What is the M² measure of the portfolio if the risk free rate is 5%? A) 0.58% B) 0.68% C) 0.78% D) 0.88%

A Portfolio Generates an Annual Return of 13%,a Beta of 0.7