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The market portfolio has an expected return of 12% and a standard deviation of 19%. The risk-free rate is 5%. a. What is the expected
The market portfolio has an expected return of 12% and a standard deviation of 19%. The risk-free rate is 5%. a. What is the expected return on a well-diversified portfolio with a standard deviation of 7%? b. What is the standard deviation of a well-diversified portfolio with an expected return of 20%
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Corporate Treasury And Cash Management
Authors: Robert Cooper
1st Edition
1349512699, 9781349512690
