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The market portfolio has an expected return of 1 2 % and a standard deviation of 1 0 % . The risk - free rate

The market portfolio has an expected return of 12% and a standard deviation of 10%. The risk-free rate is 3%.
What is the standard deviation of a well-diversified portfolio with an expected return of 30%? What is the
standard deviation of an individual asset with an expected return of 30%?
a.30%; it should be more than 30%
b.30%; it should be less than 30%
c.35%; it should be less than 35%
d.35%;35%
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