portfolio is: Multiple Choice 32.46%. 30.62%. 29.60%. 27.17%. 36.39%

The beta of an active portfolio is 1.17 The standard deviation ofthe returns on the market index is 23%. The nonsystematic variance of the active portfolio is 6%. The standard deviation of the returns on the active portfolio is: Multiple Choice O O O O O 32.46%. 30.62%. 29.60%. 27.17%. 36.39%.