Talbot Analytics wants to benchmark the annual performance of their Great Leverage Hedge Fund (GLHF)....
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Talbot Analytics wants to benchmark the annual performance of their Great Leverage Hedge Fund (GLHF). They have choosen to benchmark against the HedgeFun Index, which returned 15% last year with a standard deviation of 25%. GLHF returned 17% last year with a standard deviation of 28%. The annual risk-free rate is 5% What is the M2 value of their portfolio?
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