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?

Answer rating: 100% (QA)

To calculate the required return on the portfolio we can use the Capital Asset Pricing Model CAPM Th... View the full answer