Question
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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Multinational Finance
Authors: Kirt Butler
2nd Edition
0324004508, 978-0324004502
