The expected return of the risky-asset portfolio with minimum variance is ________.
A) the market rate of return
B) zero
C) the risk-free rate
D) The answer cannot be determined from the information given.

Question

Quizplus · Accepted Answer

The expected return of the risky-asset portfolio with minimum variance cannot be determined from the information given, as it depends on the specific assets and their returns in the portfolio.

The Expected Return of the Risky-Asset Portfolio with Minimum Variance