Question
The market portfolio has an expected return of 12 per cent and a standard deviation of 10 per cent. The risk-free rate is 5 per
The market portfolio has an expected return of 12 per cent and a standard deviation of 10 per cent. The risk-free rate is 5 per cent. What is the expected return (in %) on a well-diversified portfolio with a standard deviation of 7 per cent? Please fill in your answer in %.
Answer:
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Principles of Managerial Finance
Authors: Chad J. Zutter, Scott B. Smart
15th edition
013447631X, 134476315, 9780134478197 , 978-0134476315
