For the data in Problem 1, what is the differential return if the market return is 13%,

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For the data in Problem 1, what is the differential return if the market return is 13%, the standard deviation of return is 5%, and standard deviation is the appropriate measure of risk?
In Problem 1

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Modern Portfolio Theory and Investment Analysis

ISBN: 978-1118469941

9th edition

Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann

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Question Posted: Jun 10, 2015 05:38 AM

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For the data in Problem 1, what is the differential return if the market return is 13%,

Question:

Fund Return Standard Deviation 14 12 16 10 20 Beta 1.5 0.5 1.0 0.5 4 LE 10

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A funds differential return using standard deviation as the measure ...View the full answer

Modern Portfolio Theory and Investment Analysis

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