21. Assume that the expected return on the market portfolio is 15% and its standard deviation is...

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21. Assume that the expected return on the market portfolio is 15% and its standard deviation is 21%. The riskfree rate is 7%. What is the standard deviation of a well-diversified (no non-market-risk) portfolio with an expected return of 16.6%?

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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Question Posted: Jul 25, 2024 06:01 AM

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21. Assume that the expected return on the market portfolio is 15% and its standard deviation is...

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Investments

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