Question
Working on a time limit I need this answer right away. Suppose you invest equal amounts in a portfolio with an expected return of 16%
Working on a time limit I need this answer right away.
Suppose you invest equal amounts in a portfolio with an expected return of 16% and a standard deviation of returns of 18% and a risk free asset with an interest rate of 4%. Calculate the standard deviation of the returns on the resulting portfolio.
A.8%
B.10%
C.20%
D. 9%
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Fundamentals of Investments, Valuation and Management
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
8th edition
1259720697, 1259720691, 1260109437, 9781260109436, 978-1259720697
