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Hi David,

Can you please confirm the composition of Adjusted portfolio for calculating M-Squared

As I understand Adjusted Portfolio= Combination of (RF portfolio + portion of portfolio whose M-squared to be calculated)

Eg-

SD=Standard Deviation

RF=Risk Free part

P=Portfolio Part

Portfolio SD Mkt SD Adjusted Portfolio composition

0.04 0.02 0.5 RF+0.5 Portfolio

0.01 0.02 0.75 RF +0.25 Portfolio

0.04 0.08 ???????????

Thanks

Biju

Can you please confirm the composition of Adjusted portfolio for calculating M-Squared

As I understand Adjusted Portfolio= Combination of (RF portfolio + portion of portfolio whose M-squared to be calculated)

Eg-

SD=Standard Deviation

RF=Risk Free part

P=Portfolio Part

Portfolio SD Mkt SD Adjusted Portfolio composition

0.04 0.02 0.5 RF+0.5 Portfolio

0.01 0.02 0.75 RF +0.25 Portfolio

0.04 0.08 ???????????

Thanks

Biju

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