12.3 The standard deviation of a fully diversified portfolio's return is proportional to its beta. The standard

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12.3 The standard deviation of a fully diversified portfolio's return is proportional to its beta. The standard deviation in this case is .5 x 20 = 10%.

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Fundamentals Of Corporate Finance

ISBN: 9780073382302

6th Edition

Authors: Richard A Brealey, Stewart C Myers, Alan J Marcus

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Question Posted: Jul 31, 2024 11:00 AM

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12.3 The standard deviation of a fully diversified portfolio's return is proportional to its beta. The standard

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Fundamentals Of Corporate Finance

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