4. Portfolio betas (S8.1) Suppose the standard deviation of the market return is 20%. a. What is...

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4. Portfolio betas (S8.1) Suppose the standard deviation of the market return is 20%.

a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.3?

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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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