Fill This Form To Receive Instant Help
Fill This Form To Receive Instant Help
Homework answers / question archive / The following data are available relating to the performance of Marie Holdings Stock Fund and the market portfolio: Marie Holdings Market Average Return 0
The following data are available relating to the performance of Marie Holdings Stock Fund and the market portfolio:
| Marie Holdings | Market | |
| Average Return | 0.11 | 0.15 |
| Std. Dev. of Returns | 0.29 | 0.30 |
| Beta | 0.90 | 1.00 |
| Tracking Error | 0.13 | - |
| Average PE | 16.00 | 15.00 |
The risk-free rate during the sample period was 0.07.
Calculate the M2 measure of performance for Marie Holdings Fund.
Select one:
a. -0.3077
b. 0.1379
c. -0.0320
d. none of these, or insufficient information
e. 0.0444
Already member? Sign In
