Question
Stock Z has an expected return of 7% and risk (SD) of 15%. The risk-free rate is 1%. A portfolio is formed with 70% on
Stock Z has an expected return of 7% and risk (SD) of 15%. The risk-free rate is 1%. A portfolio is formed with 70% on the risk-free asset and the rest on the Stock Z. The risk (SD) of the portfolio is closest to:
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Financial Management Principles And Applications
Authors: Dr. S. Kr. Paul, Prof. Chandrani Paul
1st Edition
1647251664, 9781647251666
