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The average rate of return on Fund X with a beta of 1.2 is 17%. The...

The average rate of return on Fund X with a beta of 1.2 is 17%. The T-bill rate is currently 3.0%, whereas the average rate of return of the S&P 500 index is 12%. The standard deviation of returns of Fund X is 28% annually, and that of the S&P 500 index is 20%. The residual standard deviation of Fund X is 4.0% annually. What is the M2 measure for Fund X?

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