Question
Putnam small cap fund has an expected rate of return of 24%, it has a standard deviation of 14% and three month treasury is yielding
Putnam small cap fund has an expected rate of return of 24%, it has a standard deviation of 14% and three month treasury is yielding a 4%. Please find the CAL slope of a portfolio formed with Putnam small cap and risk free asset.
| A) 0.84
| ||
| B) 1.24
| ||
| C) 1.42
| ||
| D) 1.71
| ||
| E) 6.00
|
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Principles Of Macroeconomics
Authors: Frank, Bernanke, Antonovics, Heffetz
3rd Edition
1259117162, 9781259117169
