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Asset Expected Return Standard Deviation Beta Risk-free 4% 0% 0 BH fund 8% 16% 0.4 Market 9% 20% 1 Where does the BH Fund Lie?
Asset | Expected Return | Standard Deviation | Beta |
Risk-free | 4% | 0% | 0 |
BH fund | 8% | 16% | 0.4 |
Market | 9% | 20% | 1 |
Where does the BH Fund Lie?
Question 12 options:
It plots below the CML | |
It plots on the CML | |
It plots above the CML |
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