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An Efficient Portfolio Has a 18% Expected Return

Question 32

Multiple Choice

An efficient portfolio has a 18% expected return.If the expected market return is 11% (with a standard deviation of 18%) , and the risk-free rate is 5.5%, what is the standard deviation of the portfolio?


A) 9.33%
B) 11.12%
C) 19.37%
D) 40.91%

Correct Answer:

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