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Stock Portfolio Expected Return Standard Deviation Beta A 7.1% 3.2% 0.55 B 9.3% 4.5% 0.75 C 13.5% 5.5% 1.12 D 18.2% 9.2% 1.35 Market 10.2%

Stock Portfolio

Expected Return

Standard Deviation

Beta

A

7.1%

3.2%

0.55

B

9.3%

4.5%

0.75

C

13.5%

5.5%

1.12

D

18.2%

9.2%

1.35

Market

10.2%

3.7%

1.00

Risk Free Rate

3%

Which portfolio will have the most volatility due to changes in market conditions?

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