What is the risk of a portfolio with the following characteristics: The standard deviation of the market

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What is the risk of a portfolio with the following characteristics: The standard deviation of the market index is 25 per cent. The weight of the risk free rate in the portfolio is 0.30. The weight of Market index is 0.70.

Group of answer choices

A. 17%

B. 17.5%

C. 18%

D. 18.5%

E. 18.75%

Related Book For answer-question

Fundamentals Of Statistics

ISBN: 9780321844606

4th Edition

Authors: Michael Sullivan III

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Posted Date: Jan 29, 2024 03:14 AM

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What is the risk of a portfolio with the following characteristics: The standard deviation of the market

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Fundamentals Of Statistics

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