Question
If the standard deviation of returns on the market is 20 percent, and the beta of a well-diversified portfolio is 1.5, calculate the standard deviation
If the standard deviation of returns on the market 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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Handbook Of Research On Decision Making Techniques In Financial Marketing
Authors: Hasan Dinçer, Serhat Yüksel
1st Edition
1799825590, 978-1799825593
