Widget Manufacturing, Inc. has an average return of 13.4%, a beta of 1.1, and a standard deviation of 43.8%. You know the risk-free rate is 2.2%, the market return is 8.4%, and the market standard deviation is 25.8%. What is the M2 of Widget Manufacturing, Inc.? Enter your answer without the % symbol (so if your answer is -1.2%, type -1.2)

Widget Manufacturing, Inc. has an average return of 13.4%, a beta of 1.1, and a standard deviation of 43.8%. You know the risk-free rate is 2.2%, the market return is 8.4%, and the market standard deviation is 25.8%. What is the M2 of Widget Manufacturing, Inc.? Enter your answer without the % symbol (so if your answer is -1.2%, type -1.2)

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter2: Risk And Return: Part I

Section: Chapter Questions

Problem 3Q: Security A has an expected return of 7%, a standard deviation of returns of 35%, a correlation...

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