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:
Verified
Q27: Which of the following is a FALSE
Q28: What is the expected return on an
Q29: What is the standard deviation of an
Q30: The Capital Asset Pricing Model (CAPM)relates:
A)expected return
Q31: Use the following three statements to answer
Q33: Which of the following is NOT an
Q34: You are considering investing in one of
Q35: What does the capital market line represent?
A)The
Q36: Which of the following is a FALSE
Q37: The CAPM Model makes the following assumptions
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