Question
The risk free rate of interest is 5% and the expected rate of return on the market portfolio is 17% with a standard deviation of
The risk free rate of interest is 5% and the expected rate of return on the market portfolio is 17% with a standard deviation of 15%. What will be the expected return and risk of a portfolio made up of one third of the risk free asset and two thirds of the market portfolio?
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Fundamentals Of Statistics
Authors: Michael Sullivan III
4th Edition
978-032184460, 032183870X, 321844602, 9780321838704, 978-0321844606
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