Question: Security Expected Return Beta Standard Deviation of Returns A 2.3 0.40 00 8% 0.20 1.6 0.65 D 6.0% 0.40 0.30 Risk-free 0.5% Market Index 10%

Security Expected Return Beta Standard Deviation of Returns A 2.3 0.40 00 8% 0.20 1.6 0.65 D 6.0% 0.40 0.30 Risk-free 0.5% Market Index 10% What is the standard deviation of returns for a portfolio of 20% risk-free asset and 80% of asset C (round to 2 decimal places)

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