Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

choose the correct option please 7. The expected rate of return of the securities market portfolio is 10%, and the standard deviation is 20%. Investor

choose the correct option please
7. The expected rate of return of the securities market portfolio is 10%, and the standard deviation is 20%. Investor A uses its own funds of 1 million yuan and borrowed funds of 400,000 yuan at a risk-free interest rate of 6% to invest in market securities. Investor A The standard deviation is ()
A. 24%
B. 28%
C. 26%
D. 22.4%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_step_2

Step: 3

blur-text-image_step3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

More Books

Students also viewed these Finance questions