A portfolio has a standard deviation of 25%. The correlation of the portfolio and the market is
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A portfolio has a standard deviation of 25%. The correlation of the portfolio and the market is 1. If the risk-free rate is 3.2%, the expected return on the market portfolio is 11%, and the standard deviation of the market portfolio is 27%, what is the required return on the portfolio?
Related Book For
Introduction To Corporate Finance
ISBN: 9781118300763
3rd Edition
Authors: Laurence Booth, Sean Cleary
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