Question
What is the standard deviation of an efficient portfolio with a 20.1-percent expected rate of return, given that RF is 5.1 percent, ER M is
What is the standard deviation of an efficient portfolio with a 20.1-percent expected rate of return, given that RF is 5.1 percent, ERMis 8.1 percent, and Mis 24.1 percent?
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
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