Question

The market portfolio has an expected return of 12 percent and a standard deviation of 22 percent. The risk-free rate is 5 percent.
a. What is the expected return on a well-diversified portfolio with a standard deviation of 9 percent?
b. What is the standard deviation of a well-diversified portfolio with an expected return of 20 percent?



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  • CreatedAugust 28, 2014
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