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Which of the following assets would be expected to have the highest and lowest returns, respectively? Asset A Std. dev. = 15% Beta = 0.8

Which of the following assets would be expected to have the highest and lowest returns, respectively?

Asset A Std. dev. = 15% Beta = 0.8

Asset B Std. dev. = 13% Beta = 1.3

Asset C Std. dev. = 9% Beta = 0.9

Asset D Std. dev. = 11% Beta = 1.5

Multiple Choice

  • Asset D; Asset A

  • Asset A; Asset D

  • Asset A; Asset B

  • Asset D; Asset B

  • Asset A; Asset C

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