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8 . The risk free return is 8 % . The expected return on S&P CNX Nifty, which is an efficiently diversified market portfolio, is

8. The risk free return is 8%. The expected return on S&P CNX Nifty, which is an efficiently diversified market portfolio, is 16% and its SD =4%. You have constructed an efficient portfolio to produce a 14% expected return.
The total risk of your portfolio is (2)
(i)2%
(ii)3%
(iii)4%
(iv) None
Un-systematic Risk(1)
(i)2%
(ii)3%
(iii)4%
(iv) None

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