An analyst gathers the following information about a portfolio and the market:
| | Return | Standard Deviation of Returns |
|----------------|--------|-------------------------------|
| Portfolio | 11% | 18% |
| Market | 10% | 20% |
If the risk-free rate is 4%, the portfolio's M² alpha is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst gathers the following information about a portfolio and the market:
Return
Standard Deviation of Returns
Portfolio
11%
18%
Market
10%
20%
If the risk-free rate is 4%, the portfolio's M² alpha is closest to:
