Multiple Choice
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%.The expected return of the S&P/TSX Composite is 18% with a standard deviation of 30%.What is the portfolio expected return if the standard deviation for this portfolio is 50%?
A) 12.60%
B) 27.00%
C) 30.00%
D) 47.00%
Correct Answer:
Verified
Correct Answer:
Verified
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