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Question: Assuming that the risk-free rate is 3% per year and that short sales are not allowed, (a) What is the lowest standard deviation you
Question:
Assuming that the risk-free rate is 3% per year and that short sales are not allowed, (a) What is the lowest standard deviation you can attain for a portfolio with the same expected return as your original portfolio?
Knowing that expected return of my original portfolio is 0.039137
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Get StartedRecommended Textbook for
Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
13th edition
132743469, 978-0132743464
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