Question
If the standard deviation of returns on the market for renewable energy stocks is 20 percent, and the beta of a well-diversified portfolio is 1.5,
If the standard deviation of returns on the market for renewable energy stocks is 20 percent, and the beta of a well-diversified portfolio is 1.5, calculate the standard deviation of this portfolio. A) 30 percent. B) 20 percent. C) 15 percent. D) 10 percent.
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Guardians Of Finance
Authors: James R. Barth, Gerard Caprio, Ross Levine
1st Edition
0262526840, 978-0262526845
