A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite.The expected return on the T-bill is 4.5 percent.The expected return of the S&P/TSX Composite is 18 percent with a standard deviation of 30 percent.What is the portfolio expected return if the standard deviation for this portfolio is 50 percent?
A) 12.60%
B) 27.00%
C) 30.00%
D) 47.00%
Correct Answer:
Verified
Q1: Which one of the following is NOT
Q2: A portfolio consists of two securities: a
Q4: What is the expected return for a
Q5: The market portfolio is most accurately described
Q6: Theoretically,what is meant by the market portfolio?
A)
Q7: A risk-averse investor has an opportunity to
Q8: A portfolio has $1,200 invested in a
Q9: What is the standard deviation for a
Q10: A portfolio consists of two securities: a
Q20: Which of the following is a TRUE
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents