Question
For a given portfolio, the expected return is 9% with a standard deviation of 16%. The beta of the portfolio is 0.8. The expected return
For a given portfolio, the expected return is 9% with a standard deviation of 16%. The beta of the portfolio is 0.8. The expected return of the market is 12% with a standard deviation of 20%. The risk free rate is 3%. The portfolio's alpha is:
| A. | -0.6% | |
| B. | +0.6% | |
| C. | -1.2% | |
| D. | +1.2% |
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Makers And Takers The Rise Of Finance And The Fall Of American Business
Authors: Rana Foroohar
1st Edition
0553447238, 978-0553447231
