Answered step by step
Verified Expert Solution
Question
1 Approved Answer
The total risk (standard deviation) of the investment in a given portfolio is 25%, the coefficient of this portfolio is 0.8. The risk (standard deviation)
The total risk (standard deviation) of the investment in a given portfolio is 25%, the coefficient of this portfolio is 0.8. The risk (standard deviation) of market portfolio rates of return is 17%. What is the share of diversifiable risk in the total for this portfolio?
a) 29,6%
b) 28,4%
c) 70,4%
d) 71,6%
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started