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In a market, the interest rate for both deposits and lending is 3.78% and the market portfolio's expected return is 15.28%. Furthermore, a CAPM optimal
In a market, the interest rate for both deposits and lending is 3.78% and the market portfolio's expected return is 15.28%. Furthermore, a CAPM optimal portfolio is available which has an expected return of 20.11% and a standard deviation of 29.11%. Calculate the standard deviation of the market portfolio. Enter your answer in percentages and round to two decimal places, is your answer e.g. 7.2623% then answer 7.26.
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