Question
The market portfolio has an expected return of 11 percent and a standard deviation of 19 percent. The risk-free rate is 3.2 percent. a. What
The market portfolio has an expected return of 11 percent and a standard deviation of 19 percent. The risk-free rate is 3.2 percent.
a. What is the expected return on a well-diversified portfolio with a standard deviation of 27 percent
b. What is the standard deviation of a well-diversified portfolio with an expected return of 15 percent?
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Financial Modeling
Authors: Simon Benninga, Tal Mofkadi
5th Edition
0262046423, 9780253337825
