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The market portfolio has an expected return of 11.3 percent and a standard deviation of 21.3 percent. The risk-free rate is 4.3 percent. a. What

The market portfolio has an expected return of 11.3 percent and a standard deviation of 21.3 percent. The risk-free rate is 4.3 percent.

a.

What is the expected return on a well-diversified portfolio with a standard deviation of 8.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Expected return %

b.

What is the standard deviation of a well-diversified portfolio with an expected return of 19.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

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