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The market portfolio has an expected return of 1 2 . 4 percent and a standard deviation of 2 2 . 4 percent. The risk
The market portfolio has an expected return of percent and a standard deviation of
percent. The riskfree rate is percent.
a What is the expected return on a welldiversified portfolio with a standard deviation of
percent? Do not round intermediate calculations and enter your answer as a
percent rounded to decimal places, eg
b What is the standard deviation of a welldiversified portfolio with an expected return
of percent? Do not round intermediate calculations and enter your answer as
a percent rounded to decimal places, eg
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