Question
A margin user has a situation where the riskfree rate is 6% and the risky portfolio has an expected return of 12% with a standard
A margin user has a situation where the riskfree rate is 6% and the risky portfolio has an expected return of 12% with a standard deviation of 15%. If the proportion in risky portfolio is 1.8, the expected return is:
(a) 14.6%. (b) 19.2%. (c) 21.6%. (d) 16.8%.
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Production And Operations Analysis
Authors: Steven Nahmias, Tava Lennon Olsen
7th Edition
1478623063, 9781478623069
