Multiple Choice
The expected return of the market portfolio is 14% with a standard deviation of 25%.The risk-free rate is 6%.What would be the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%, if borrowing is not allowed?
A) 16.78%
B) 83.33%
C) 20%
D) Cannot be constructed
Correct Answer:
Verified
Correct Answer:
Verified
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