Question
Suppose the return on the market portfolio is 12.00% and the risk-free rate is 5.60%. If the standard deviation of the market portfolio is 15.00%,
Suppose the return on the market portfolio is 12.00% and the risk-free rate is 5.60%. If the standard deviation of the market portfolio is 15.00%, what is the standard deviation of a stock with an expected return of 11.40%? Assume the stock and the market portfolio are perfectly positively correlated.
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Stock Market Investing For Beginners
Authors: Andrew P.C.
1st Edition
1549522132, 978-1549522130
