Question: Asset Expected Return Standard Deviation Beta Risk-free 4% 0% 0 BH fund 8% 16% 0.4 Market 9% 20% 1 Where does the BH Fund Lie?

Asset

Expected Return

Standard Deviation

Beta

Risk-free

4%

0%

0

BH fund

8%

16%

0.4

Market

9%

20%

1

Where does the BH Fund Lie?

Question 12 options:

It plots below the CML

It plots on the CML

It plots above the CML

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