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Question(s) / Instruction(s):

A managed portfolio has a standard deviation equal to 32% and a beta of 1.8 when the market portfolio's standard deviation is 34%. The adjusted portfolio P* needed to calculate the M2 measure will have _____ invested in the managed portfolio and the rest in T-bills.



A.121.31% 
B.106.25% 
C.145.53% 
D.131.41% 

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