Multiple Choice
The beta of an active portfolio is 1.45.The standard deviation of the returns on the market index is 22%.The nonsystematic variance of the active portfolio is 3%.The standard deviation of the returns on the active portfolio is
A) 36.30%.
B) 5.84%.
C) 19.60%.
D) 24.17%.
Correct Answer:
Verified
Correct Answer:
Verified
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