Multiple Choice
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
Correct Answer:
Verified
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