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Question 23 3 pts Using the CML, the standard deviation of the portfolio is 44.9%, the risk-free rate is 1.32%, the market's standard deviation is
Question 23 3 pts Using the CML, the standard deviation of the portfolio is 44.9%, the risk-free rate is 1.32%, the market's standard deviation is 23.92%, the expected market return is 9.93%. Calculate the expected portfolio return to 2 decimal places in % (12.24 for 12.24%). Question 24 3 pts A bond portfolio has a modified duration of 13 years and a convexity of 52.1. If interest rates change by 1.88%, what would be the approximate price change (Answer in % to 2 decimal places, 1.24 for 1.24%)
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