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The market portfolio has an expected return of 11.8 percent and a standard deviation of 21.8 percent. The risk-free rate is 4.8 percent. a. What

The market portfolio has an expected return of 11.8 percent and a standard deviation of 21.8 percent. The risk-free rate is 4.8 percent.

a.
What is the expected return on a well-diversified portfolio with a standard deviation of 8.8 percent?

b.
What is the standard deviation of a well-diversified portfolio with an expected return of 19.8 percent?

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