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Pls help, much thanks! Alex has invested in a portfolio with an expected return of 19% composed of a risk-free asset and a risky portfolio.
Pls help, much thanks!
Alex has invested in a portfolio with an expected return of 19% composed of a risk-free asset and a risky portfolio. The slope of the CAL where the portfolio lies is 0.80 and risk-free rate is 5%, the standard deviation of his portfolio is equal to:
a. 0.185
b. 0.175
c. 0.215
d. Need more information to calculate
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