Question Details

What is the T2 measure for portfolio A 



1. 	The M2 measure is a variant of ________________. 		
	a.   the Sharpe measure
	b.   the Treynor measure
	c.   Jensen's alpha
	d.   the appraisal ratio
	The information below applies to the next four questions (2-5)
	The risk free rate, average returns, standard deviations and betas for three funds 	and the S&P500 are given below.

   

2. 	What is the T2 measure for portfolio A ? 					
	a.  12.4%
	b.  2.38%
	c.  0.91%
	d.  3.64%
3. 	What is the M2 measure for portfolio B? 				
a.  0.43%
	b.  1.25%
	c.  1.77%
	d.  1.43% 
4. 	If those portfolios are subcomponents which make up part of a well diversified 	portfolio then portfolio ______ is preferred. (Check for T2 measure)
											
a.   A
	b.   B
	c.   C
	d.   S&P500
5. 	Based on the M2 measure, portfolio C has a superior return of _____ as compared 	to the S&P500. 								
a.   -1.33%
	b.    1.43%
	c.    2.00%
	d.    0.00%



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