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:
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:
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