You have following information: Risk free return = 12% Stock market index return = 15% Standard deviation
Fantastic news! We've Found the answer you've been seeking!
Question:
You have following information:
Risk free return = 12%
Stock market index return = 15%
Standard deviation of market = 3%
You would like to construct an efficient portfolio with 14% return.
The amount to be invested for market portfolio is either 66.67% 83.33% 16.67% 33.33% and the amount to be invested in government bonds is either 66.67% 83.33% 16.67% 33.33% .
The standard deviation of your efficient portfolio is either 2% 2.45% 1.9% 2.5% .
Related Book For
Posted Date: