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An efficient portfolio has a 17% expected return. If expected market returns is 11% (with a standard deviation of 18%), and the risk-free rate is
- An efficient portfolio has a 17% expected return. If expected market returns is 11% (with a standard deviation of 18%), and the risk-free rate is 5.5%, what is the standard deviation of the portfolio?
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Foundations Of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
17th Edition
